-58.0%
OPTU vs SPY
+18.1%
-76.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.7% |
| 7D | -2.9% | -0.8% | -2.1% | -1.9% |
| 30D | +22.4% | -1.1% | +23.5% | +24.1% |
| 3M | -18.4% | +3.9% | -22.3% | -21.9% |
| 6M | -32.0% | +13.6% | -45.6% | -42.5% |
| YTD | -38.2% | +12.7% | -50.9% | -47.5% |
| 1Y | -58.0% | +17.5% | -75.5% | -68.8% |
| All | -58.0% | +18.1% | -76.2% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling