-50.6%
ORC vs SPY
+304.1%
-354.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | -1.6% | -3.7% | +2.1% | +1.6% |
| 3M | -20.5% | -2.7% | -17.8% | -18.7% |
| 6M | -23.4% | +2.2% | -25.6% | -25.3% |
| YTD | -20.2% | +10.8% | -31.0% | -27.8% |
| 1Y | -18.6% | +11.2% | -29.9% | -26.7% |
| 3Y | +24.3% | +76.5% | -52.2% | -28.2% |
| 5Y | -49.8% | +72.9% | -122.7% | -70.6% |
| 10Y | -50.6% | +304.8% | -355.4% | -84.9% |
| All | -50.6% | +304.1% | -354.7% | -84.9% |
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