+11.7%
ORCS vs SPY
+17.5%
-5.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.8% |
| 7D | -5.8% | +0.1% | -5.9% | -5.4% |
| 30D | -10.7% | +0.1% | -10.7% | -10.1% |
| 3M | +37.2% | +2.0% | +35.2% | +44.9% |
| 6M | -19.0% | +13.0% | -32.0% | +4.5% |
| YTD | -0.6% | +13.5% | -14.2% | +30.1% |
| All | +11.7% | +17.5% | -5.9% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling