-62.7%
OPTT vs SPY
+20.8%
-83.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +1.2% |
| 7D | +11.8% | +0.1% | +11.7% | +11.6% |
| 30D | +5.6% | +0.1% | +5.5% | +5.8% |
| 3M | -51.3% | +2.0% | -53.3% | -53.2% |
| 6M | -54.8% | +13.0% | -67.8% | -68.1% |
| YTD | -36.7% | +13.5% | -50.2% | -55.5% |
| 1Y | -62.7% | +20.0% | -82.7% | -77.0% |
| All | -62.7% | +20.8% | -83.6% | -77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling