+108.1%
OPRX vs SPY
+318.9%
-210.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.9% |
| 7D | -9.7% | -2.0% | -7.7% | -7.4% |
| 30D | +3.8% | -1.7% | +5.4% | +6.1% |
| 3M | +41.3% | +4.7% | +36.6% | +34.3% |
| 6M | +9.1% | +12.5% | -3.4% | -4.8% |
| YTD | -41.4% | +11.7% | -53.2% | -48.2% |
| 1Y | -59.1% | +17.5% | -76.6% | -65.7% |
| 3Y | -15.0% | +76.6% | -91.6% | -54.0% |
| 5Y | -89.6% | +82.0% | -171.6% | -94.4% |
| All | +108.1% | +318.9% | -210.8% | -19.0% |
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