-68.3%
OPRT vs SPY
+82.8%
-151.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.8% |
| 7D | +6.9% | +0.1% | +6.8% | +6.7% |
| 30D | +29.9% | +0.1% | +29.8% | +29.7% |
| 3M | +63.3% | +2.0% | +61.3% | +58.3% |
| 6M | +48.2% | +13.0% | +35.2% | +23.7% |
| YTD | +48.8% | +13.5% | +35.2% | +24.1% |
| 1Y | +16.6% | +20.0% | -3.4% | -9.9% |
| 3Y | +8.3% | +77.2% | -68.9% | -50.9% |
| All | -68.3% | +82.8% | -151.0% | -86.5% |
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