-67.4%
OPTT vs SPY
+74.0%
-141.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.1% | -0.4% | +20.4% | +20.7% |
| 7D | +80.1% | +3.3% | +76.8% | +70.4% |
| 30D | -4.9% | -2.7% | -2.2% | +1.1% |
| 3M | -88.6% | -1.7% | -86.8% | -88.0% |
| 6M | -93.5% | +3.1% | -96.6% | -93.6% |
| YTD | +128.2% | +11.9% | +116.3% | +99.9% |
| 1Y | +52.1% | +12.0% | +40.1% | +33.7% |
| 3Y | +153.5% | +78.2% | +75.3% | +32.5% |
| 5Y | -67.4% | +73.2% | -140.6% | -82.1% |
| All | -67.4% | +74.0% | -141.4% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling