-65.7%
OPTT vs SPY
+14.9%
-80.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +2.7% |
| 7D | -11.3% | -1.5% | -9.8% | -6.6% |
| 30D | -30.5% | +0.6% | -31.1% | -32.1% |
| 3M | -48.8% | +4.9% | -53.8% | -54.8% |
| 6M | -53.2% | +8.0% | -61.3% | -61.3% |
| YTD | -34.7% | +9.6% | -44.2% | -48.3% |
| All | -65.7% | +14.9% | -80.6% | -75.9% |
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 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