-100.0%
ORBS vs SPY
+100.2%
-200.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.0% |
| 7D | +24.1% | -0.4% | +24.5% | +25.0% |
| 30D | +43.1% | -1.4% | +44.4% | +46.8% |
| 3M | +10.5% | +3.7% | +6.8% | +5.4% |
| 6M | +1.0% | +13.0% | -12.0% | -14.2% |
| YTD | -39.9% | +12.4% | -52.3% | -48.1% |
| 1Y | -97.4% | +18.5% | -115.9% | -98.0% |
| 3Y | -69.3% | +77.6% | -146.9% | -86.5% |
| All | -100.0% | +100.2% | -200.2% | -100.0% |
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