-50.2%
ORC vs SPY
+67.4%
-117.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +2.9% | -2.7% | +5.6% | +5.1% |
| 30D | +0.8% | -5.4% | +6.2% | +5.4% |
| 3M | -18.9% | -4.1% | -14.8% | -16.2% |
| 6M | -21.8% | +0.7% | -22.5% | -22.7% |
| YTD | -19.6% | +8.7% | -28.2% | -25.5% |
| 1Y | -18.2% | +10.9% | -29.1% | -25.7% |
| 3Y | +25.7% | +75.0% | -49.3% | -25.9% |
| All | -50.2% | +67.4% | -117.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling