+130.9%
OPLN vs SPY
+77.0%
+53.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.7% |
| 7D | -0.5% | -0.8% | +0.3% | +0.2% |
| 30D | -0.1% | -1.1% | +0.9% | +0.9% |
| 3M | -8.8% | +3.9% | -12.7% | -12.1% |
| 6M | +25.4% | +13.6% | +11.8% | +11.0% |
| YTD | +18.5% | +12.7% | +5.8% | +5.8% |
| 1Y | +19.1% | +17.5% | +1.6% | +2.1% |
| 3Y | +130.9% | +76.9% | +54.0% | +22.6% |
| All | +130.9% | +77.0% | +53.9% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling