-51.6%
ORC vs SPY
+311.8%
-363.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -3.2% |
| 7D | -3.2% | -0.9% | -2.3% | -2.7% |
| 30D | -3.0% | -2.4% | -0.7% | -1.2% |
| 3M | -23.0% | -1.2% | -21.8% | -22.4% |
| 6M | -24.7% | +3.3% | -28.0% | -27.3% |
| YTD | -21.8% | +12.3% | -34.1% | -30.1% |
| 1Y | -20.8% | +12.4% | -33.3% | -29.4% |
| 3Y | +21.8% | +78.8% | -57.0% | -30.5% |
| 5Y | -50.9% | +75.2% | -126.1% | -71.6% |
| 10Y | -51.6% | +311.1% | -362.7% | -85.4% |
| All | -51.6% | +311.8% | -363.4% | -85.4% |
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