+557.6%
OPPJ vs SPY
+497.9%
+59.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +4.2% | +0.1% | +4.1% | +4.2% |
| 3M | +2.2% | +2.0% | +0.2% | +0.7% |
| 6M | +9.8% | +13.0% | -3.2% | -0.1% |
| YTD | +29.6% | +13.5% | +16.1% | +17.5% |
| 1Y | +47.6% | +20.0% | +27.7% | +28.2% |
| 3Y | +125.9% | +77.2% | +48.7% | +42.1% |
| 5Y | +200.7% | +81.9% | +118.8% | +82.0% |
| 10Y | +400.5% | +314.1% | +86.4% | +26.1% |
| All | +557.6% | +497.9% | +59.6% | -0.3% |
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