-99.9%
OPTT vs SPY
+322.5%
-422.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -31.3% | +0.9% | -32.1% | -32.2% |
| 7D | -42.1% | -0.8% | -41.3% | -41.8% |
| 30D | -45.0% | -1.1% | -43.9% | -44.4% |
| 3M | -63.3% | +3.9% | -67.2% | -64.9% |
| 6M | -74.4% | +13.6% | -88.0% | -77.3% |
| YTD | -63.3% | +12.7% | -76.0% | -67.0% |
| 1Y | -80.7% | +17.5% | -98.2% | -83.2% |
| 3Y | -73.2% | +76.9% | -150.1% | -84.1% |
| 5Y | -94.3% | +83.6% | -177.9% | -96.7% |
| All | -99.9% | +322.5% | -422.4% | -100.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling