-100.0%
ORBS vs SPY
+101.1%
-201.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.1% | -0.5% | +26.7% | +27.0% |
| 7D | +49.8% | +0.5% | +49.3% | +48.6% |
| 30D | +65.5% | -0.9% | +66.4% | +68.4% |
| 3M | +30.6% | +3.9% | +26.7% | +24.0% |
| 6M | +10.7% | +14.5% | -3.8% | -8.0% |
| YTD | -34.1% | +12.9% | -47.0% | -43.6% |
| 1Y | -97.5% | +19.4% | -116.8% | -98.1% |
| 3Y | -66.4% | +78.5% | -144.8% | -85.3% |
| All | -100.0% | +101.1% | -201.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling