-100.0%
OPTT vs SPY
+637.5%
-737.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +11.8% | +0.1% | +11.7% | +11.7% |
| 30D | +5.6% | +0.1% | +5.5% | +5.7% |
| 3M | -51.3% | +2.0% | -53.3% | -51.6% |
| 6M | -54.8% | +13.0% | -67.8% | -58.7% |
| YTD | -36.7% | +13.5% | -50.2% | -42.2% |
| 1Y | -62.7% | +20.0% | -82.7% | -67.3% |
| 3Y | -57.8% | +77.2% | -135.0% | -72.9% |
| 5Y | -90.9% | +81.9% | -172.7% | -94.2% |
| 10Y | -99.9% | +314.1% | -413.9% | -100.0% |
| All | -100.0% | +637.5% | -737.5% | -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