-100.0%
OPTT vs SPY
+624.2%
-724.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -52.9% | -0.4% | -52.6% | -52.6% |
| 7D | -25.6% | +2.6% | -28.2% | -27.1% |
| 30D | -51.5% | -2.0% | -49.5% | -50.0% |
| 3M | -94.9% | -2.8% | -92.1% | -94.7% |
| 6M | -96.9% | +2.1% | -99.0% | -96.8% |
| YTD | +6.7% | +11.5% | -4.8% | +0.2% |
| 1Y | -27.3% | +13.5% | -40.7% | -32.5% |
| 3Y | +18.5% | +77.7% | -59.2% | -22.9% |
| 5Y | -84.8% | +72.6% | -157.4% | -89.7% |
| 10Y | -99.4% | +308.2% | -407.6% | -99.8% |
| All | -100.0% | +624.2% | -724.2% | -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