-99.9%
OPTT vs SPY
+310.8%
-410.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.6% |
| 7D | -11.3% | -1.5% | -9.8% | -9.7% |
| 30D | -30.5% | +0.6% | -31.1% | -30.9% |
| 3M | -48.8% | +4.9% | -53.8% | -50.8% |
| 6M | -53.2% | +8.0% | -61.3% | -56.0% |
| YTD | -34.7% | +9.6% | -44.2% | -39.4% |
| 1Y | -71.9% | +19.7% | -91.5% | -75.9% |
| 3Y | -72.8% | +71.1% | -143.9% | -83.4% |
| 5Y | -89.7% | +84.4% | -174.1% | -94.1% |
| All | -99.9% | +310.8% | -410.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling