+153.5%
OPTT vs SPY
+78.7%
+74.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.1% | -0.4% | +20.4% | +20.9% |
| 7D | +80.1% | +3.3% | +76.8% | +67.2% |
| 30D | -4.9% | -2.7% | -2.2% | +3.0% |
| 3M | -88.6% | -1.7% | -86.8% | -87.8% |
| 6M | -93.5% | +3.1% | -96.6% | -93.6% |
| YTD | +128.2% | +11.9% | +116.3% | +91.3% |
| 1Y | +52.1% | +12.0% | +40.1% | +27.9% |
| All | +153.5% | +78.7% | +74.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling