-30.1%
OPRT vs SPY
+173.0%
-203.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.9% |
| 7D | +14.4% | -2.7% | +17.1% | +19.9% |
| 30D | +35.8% | -5.4% | +41.2% | +48.1% |
| 3M | +40.5% | -4.1% | +44.6% | +50.5% |
| 6M | +94.7% | +0.7% | +94.0% | +94.3% |
| YTD | +113.8% | +8.7% | +105.1% | +93.7% |
| 1Y | +141.2% | +10.9% | +130.3% | +112.5% |
| 3Y | +94.3% | +75.0% | +19.3% | -5.9% |
| 5Y | -55.1% | +67.8% | -122.9% | -76.6% |
| All | -30.1% | +173.0% | -203.1% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling