-96.3%
OPTU vs SPY
+82.3%
-178.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.5% |
| 7D | -2.9% | -0.8% | -2.1% | -1.7% |
| 30D | +22.4% | -1.1% | +23.5% | +24.6% |
| 3M | -18.4% | +3.9% | -22.3% | -23.1% |
| 6M | -32.0% | +13.6% | -45.6% | -43.9% |
| YTD | -38.2% | +12.7% | -50.9% | -48.5% |
| 1Y | -58.0% | +17.5% | -75.5% | -67.0% |
| 3Y | -64.6% | +76.9% | -141.5% | -85.0% |
| All | -96.3% | +82.3% | -178.6% | -98.5% |
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