+15.1%
ORCS vs SPY
+18.0%
-2.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -3.6% |
| 7D | -2.3% | +0.3% | -2.6% | -1.4% |
| 30D | -7.1% | +0.2% | -7.4% | -6.1% |
| 3M | +37.6% | +2.8% | +34.8% | +47.8% |
| 6M | -18.5% | +14.3% | -32.7% | +7.8% |
| YTD | +2.4% | +14.0% | -11.6% | +35.3% |
| All | +15.1% | +18.0% | -2.9% | +62.1% |
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