+862.0%
OPLN vs SPY
+818.8%
+43.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | -0.4% | -2.0% | +1.6% | +1.7% |
| 30D | -4.7% | -1.7% | -3.1% | -3.1% |
| 3M | -5.2% | +4.7% | -10.0% | -9.7% |
| 6M | +22.7% | +12.5% | +10.2% | +8.6% |
| YTD | +16.8% | +11.7% | +5.0% | +4.2% |
| 1Y | +18.6% | +17.5% | +1.1% | +0.4% |
| 3Y | +125.5% | +76.6% | +48.9% | +25.0% |
| 5Y | +120.1% | +82.0% | +38.0% | +18.7% |
| 10Y | +147.8% | +317.1% | -169.4% | -36.0% |
| All | +862.0% | +818.8% | +43.1% | +35.0% |
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