-84.9%
OPK vs SPY
+318.9%
-403.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.5% |
| 7D | -7.5% | -2.0% | -5.5% | -5.2% |
| 30D | +7.2% | -1.7% | +8.8% | +9.3% |
| 3M | +3.5% | +4.7% | -1.3% | -2.1% |
| 6M | +25.2% | +12.5% | +12.7% | +8.6% |
| YTD | +18.3% | +11.7% | +6.5% | +3.5% |
| 1Y | +5.7% | +17.5% | -11.8% | -13.2% |
| 3Y | -12.9% | +76.6% | -89.4% | -57.2% |
| 5Y | -58.1% | +82.0% | -140.2% | -79.6% |
| All | -84.9% | +318.9% | -403.8% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling