-100.0%
OPTT vs SPY
+626.8%
-726.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.1% | -0.4% | +20.4% | +20.4% |
| 7D | +80.1% | +3.3% | +76.8% | +74.7% |
| 30D | -4.9% | -2.7% | -2.2% | -1.5% |
| 3M | -88.6% | -1.7% | -86.8% | -88.2% |
| 6M | -93.5% | +3.1% | -96.6% | -93.5% |
| YTD | +128.2% | +11.9% | +116.3% | +112.8% |
| 1Y | +52.1% | +12.0% | +40.1% | +42.2% |
| 3Y | +153.5% | +78.2% | +75.3% | +63.9% |
| 5Y | -67.4% | +73.2% | -140.6% | -78.2% |
| 10Y | -98.7% | +309.6% | -408.4% | -99.6% |
| All | -100.0% | +626.8% | -726.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling