-62.0%
OPK vs SPY
+2,081.3%
-2,143.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.2% |
| 30D | +23.9% | -3.7% | +27.6% | +28.3% |
| 3M | +23.0% | -2.7% | +25.8% | +26.1% |
| 6M | +50.0% | +2.2% | +47.8% | +46.2% |
| YTD | +35.7% | +10.8% | +24.9% | +22.1% |
| 1Y | +28.6% | +11.2% | +17.3% | +15.3% |
| 3Y | +35.7% | +76.5% | -40.8% | -23.8% |
| 5Y | -58.0% | +72.9% | -130.9% | -75.1% |
| 10Y | -81.8% | +304.8% | -386.6% | -95.1% |
| All | -62.0% | +2,081.3% | -2,143.3% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling