+35.5%
OPP vs SPY
+308.5%
-273.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | +1.9% | -2.7% | +4.6% | +2.9% |
| 3M | -5.1% | -1.7% | -3.4% | -4.6% |
| 6M | -3.6% | +3.1% | -6.7% | -4.7% |
| YTD | -1.1% | +11.9% | -13.0% | -5.3% |
| 1Y | -0.6% | +12.0% | -12.6% | -4.8% |
| 3Y | +36.8% | +78.2% | -41.4% | +9.4% |
| 5Y | -5.8% | +73.2% | -79.0% | -24.7% |
| All | +35.5% | +308.5% | -273.0% | -16.2% |
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