+94.3%
OPRT vs SPY
+75.1%
+19.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -3.0% |
| 7D | +14.4% | -2.7% | +17.1% | +20.6% |
| 30D | +35.8% | -5.4% | +41.2% | +49.3% |
| 3M | +40.5% | -4.1% | +44.6% | +51.5% |
| 6M | +94.7% | +0.7% | +94.0% | +94.4% |
| YTD | +113.8% | +8.7% | +105.1% | +91.9% |
| 1Y | +141.2% | +10.9% | +130.3% | +110.1% |
| 3Y | +94.3% | +75.0% | +19.3% | +14.6% |
| All | +94.3% | +75.1% | +19.2% | +14.6% |
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