-55.3%
OPK vs SPY
+81.8%
-137.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | +4.6% | +0.5% | +4.1% | +3.9% |
| 30D | +16.1% | -0.9% | +17.0% | +17.3% |
| 3M | +11.2% | +3.9% | +7.3% | +6.0% |
| 6M | +34.7% | +14.5% | +20.2% | +13.9% |
| YTD | +26.2% | +12.9% | +13.3% | +8.5% |
| 1Y | +12.0% | +19.4% | -7.4% | -10.5% |
| 3Y | -7.0% | +78.5% | -85.5% | -57.9% |
| 5Y | -55.3% | +81.8% | -137.1% | -79.4% |
| All | -55.3% | +81.8% | -137.1% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling