-100.0%
ORBS vs SPY
+98.1%
-198.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -7.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -14.3% | -3.3% | -11.0% | -8.7% |
| 3M | +4.5% | -2.4% | +6.9% | +10.2% |
| 6M | -17.3% | +2.6% | -19.9% | -18.2% |
| YTD | -58.4% | +11.2% | -69.6% | -63.1% |
| 1Y | -83.8% | +13.4% | -97.2% | -86.2% |
| 3Y | -73.1% | +79.9% | -153.0% | -88.3% |
| All | -100.0% | +98.1% | -198.1% | -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 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