-99.3%
OPTT vs SPY
+307.0%
-406.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -52.9% | -0.4% | -52.6% | -52.5% |
| 7D | -25.6% | +2.6% | -28.2% | -27.5% |
| 30D | -51.5% | -2.0% | -49.5% | -49.5% |
| 3M | -94.9% | -2.8% | -92.1% | -94.6% |
| 6M | -96.9% | +2.1% | -99.0% | -96.8% |
| YTD | +6.7% | +11.5% | -4.8% | -1.5% |
| 1Y | -27.3% | +13.5% | -40.7% | -33.8% |
| 3Y | +18.5% | +77.7% | -59.2% | -28.2% |
| 5Y | -84.8% | +72.6% | -157.4% | -90.5% |
| All | -99.3% | +307.0% | -406.4% | -99.9% |
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