+146.3%
OPY vs SPY
+78.1%
+68.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -1.4% | +2.6% | -4.0% | -3.9% |
| 30D | -13.2% | -2.0% | -11.2% | -11.0% |
| 3M | -22.2% | -2.8% | -19.4% | -19.6% |
| 6M | -4.8% | +2.1% | -7.0% | -6.0% |
| YTD | +24.5% | +11.5% | +13.0% | +13.4% |
| 1Y | +33.7% | +13.5% | +20.2% | +19.9% |
| 3Y | +146.3% | +77.7% | +68.6% | +47.4% |
| All | +146.3% | +78.1% | +68.2% | +47.4% |
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