-54.7%
OPRT vs SPY
+72.1%
-126.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | +3.7% | +2.6% | +1.1% | -0.3% |
| 30D | +33.6% | -2.0% | +35.6% | +38.9% |
| 3M | +53.5% | -2.8% | +56.3% | +61.7% |
| 6M | +121.3% | +2.1% | +119.2% | +116.3% |
| YTD | +121.7% | +11.5% | +110.3% | +91.7% |
| 1Y | +143.4% | +13.5% | +129.9% | +105.2% |
| 3Y | +367.3% | +77.7% | +289.6% | +112.5% |
| All | -54.7% | +72.1% | -126.8% | -79.4% |
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 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