-90.8%
OPRX vs SPY
+72.1%
-162.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.2% | -0.4% | -16.9% | -16.7% |
| 7D | -16.2% | +2.6% | -18.8% | -19.4% |
| 30D | -11.5% | -2.0% | -9.5% | -8.0% |
| 3M | -16.4% | -2.8% | -13.6% | -11.9% |
| 6M | +49.2% | +2.1% | +47.0% | +46.7% |
| YTD | -40.1% | +11.5% | -51.6% | -48.3% |
| 1Y | -52.5% | +13.5% | -66.0% | -60.0% |
| 3Y | -17.2% | +77.7% | -94.9% | -63.1% |
| All | -90.8% | +72.1% | -162.9% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling