+20.1%
ORC vs SPY
+78.1%
-57.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -5.3% | +2.6% | -7.9% | -7.0% |
| 30D | -6.0% | -2.0% | -4.0% | -4.8% |
| 3M | -25.6% | -2.8% | -22.8% | -24.2% |
| 6M | -25.9% | +2.1% | -28.1% | -27.4% |
| YTD | -23.8% | +11.5% | -35.3% | -30.1% |
| 1Y | -22.2% | +13.5% | -35.6% | -29.6% |
| 3Y | +20.1% | +77.7% | -57.6% | -41.1% |
| All | +20.1% | +78.1% | -57.9% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling