+52.8%
OPRA vs SPY
+78.7%
-25.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | +7.0% | +3.3% | +3.7% | +1.7% |
| 30D | -13.7% | -2.7% | -11.0% | -9.5% |
| 3M | -21.5% | -1.7% | -19.7% | -18.9% |
| 6M | -11.8% | +3.1% | -14.9% | -15.4% |
| YTD | +15.7% | +11.9% | +3.8% | -2.0% |
| 1Y | +19.3% | +12.0% | +7.3% | +0.9% |
| All | +52.8% | +78.7% | -25.9% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling