+253.0%
OPPE vs SPY
+336.7%
-83.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +1.2% | +3.3% | -2.1% | -1.3% |
| 30D | +3.4% | -2.7% | +6.1% | +5.5% |
| 3M | 0.0% | -1.7% | +1.8% | +1.2% |
| 6M | +9.0% | +3.1% | +5.9% | +6.2% |
| YTD | +19.9% | +11.9% | +8.0% | +9.7% |
| 1Y | +22.2% | +12.0% | +10.2% | +11.7% |
| 3Y | +99.5% | +78.2% | +21.3% | +25.5% |
| 5Y | +93.0% | +73.2% | +19.7% | +22.9% |
| 10Y | +245.8% | +309.6% | -63.8% | -0.9% |
| All | +253.0% | +336.7% | -83.8% | -4.5% |
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