-96.6%
OPTU vs SPY
+262.7%
-359.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.2% |
| 7D | +5.0% | +0.5% | +4.4% | +4.4% |
| 30D | +28.5% | -0.9% | +29.4% | +30.1% |
| 3M | -6.8% | +3.9% | -10.7% | -11.5% |
| 6M | -33.7% | +14.5% | -48.2% | -44.0% |
| YTD | -40.1% | +12.9% | -53.0% | -48.6% |
| 1Y | -56.1% | +19.4% | -75.4% | -64.7% |
| 3Y | -68.1% | +78.5% | -146.6% | -84.0% |
| 5Y | -96.5% | +81.8% | -178.2% | -98.2% |
| All | -96.6% | +262.7% | -359.4% | -99.1% |
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