+338.7%
OPPJ vs SPY
+307.0%
+31.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +5.9% | +2.6% | +3.3% | +4.0% |
| 30D | -1.9% | -2.0% | 0.0% | -0.4% |
| 3M | -3.5% | -2.8% | -0.7% | -1.4% |
| 6M | -5.7% | +2.1% | -7.9% | -6.9% |
| YTD | +23.8% | +11.5% | +12.3% | +15.0% |
| 1Y | +31.5% | +13.5% | +18.0% | +20.6% |
| 3Y | +113.0% | +77.7% | +35.3% | +41.0% |
| 5Y | +197.5% | +72.6% | +124.9% | +99.5% |
| All | +338.7% | +307.0% | +31.7% | +32.2% |
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