-38.3%
ORBX vs SPY
+6.0%
-44.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.4% | -3.9% | +3.5% |
| 7D | -16.4% | -4.7% | -11.7% | -4.6% |
| 30D | -27.2% | -5.9% | -21.3% | -13.5% |
| 3M | -24.7% | -4.5% | -20.1% | -14.2% |
| 6M | -36.8% | +1.8% | -38.6% | -40.9% |
| All | -38.3% | +6.0% | -44.3% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling