-51.3%
OPRT vs SPY
+185.3%
-236.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.7% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +29.9% | +0.1% | +29.8% | +29.7% |
| 3M | +63.3% | +2.0% | +61.3% | +58.5% |
| 6M | +48.2% | +13.0% | +35.2% | +25.1% |
| YTD | +48.8% | +13.5% | +35.2% | +25.5% |
| 1Y | +16.6% | +20.0% | -3.4% | -8.5% |
| 3Y | +8.3% | +77.2% | -68.9% | -49.0% |
| 5Y | -69.3% | +81.9% | -151.2% | -85.8% |
| All | -51.3% | +185.3% | -236.6% | -87.2% |
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