+115.6%
ORA vs SPY
+312.5%
-196.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.5% | -8.0% | -8.1% |
| 7D | -5.6% | -0.4% | -5.3% | -5.3% |
| 30D | -11.4% | -1.4% | -10.1% | -10.5% |
| 3M | -28.4% | +3.7% | -32.1% | -30.5% |
| 6M | -9.8% | +13.0% | -22.8% | -18.4% |
| YTD | -10.3% | +12.4% | -22.7% | -18.5% |
| 1Y | +9.9% | +18.5% | -8.6% | -4.2% |
| 3Y | +34.8% | +77.6% | -42.8% | -17.3% |
| 5Y | +40.9% | +81.7% | -40.8% | -15.8% |
| 10Y | +115.6% | +319.7% | -204.0% | -42.4% |
| All | +115.6% | +312.5% | -196.9% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling