+675.8%
ORA vs SPY
+881.6%
-205.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | -25.9% | +2.0% | -27.9% | -27.5% |
| 6M | -1.9% | +13.0% | -14.9% | -13.9% |
| YTD | -4.2% | +13.5% | -17.8% | -16.4% |
| 1Y | +15.5% | +20.0% | -4.5% | -4.7% |
| 3Y | +41.7% | +77.2% | -35.5% | -24.5% |
| 5Y | +51.1% | +81.9% | -30.7% | -23.1% |
| 10Y | +129.6% | +314.1% | -184.5% | -56.2% |
| All | +675.8% | +881.6% | -205.8% | -48.3% |
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