-100.0%
ORBS vs SPY
+97.4%
-197.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -4.3% | -0.6% | -3.7% | -3.1% |
| 30D | -14.6% | -3.7% | -11.0% | -8.5% |
| 3M | -1.4% | -2.7% | +1.4% | +4.6% |
| 6M | -17.7% | +2.2% | -19.9% | -18.0% |
| YTD | -58.6% | +10.8% | -69.4% | -63.0% |
| 1Y | -81.8% | +11.2% | -93.1% | -84.0% |
| 3Y | -72.4% | +76.5% | -148.9% | -87.6% |
| All | -100.0% | +97.4% | -197.4% | -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