-63.4%
ORCU vs SPY
+16.9%
-80.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +7.1% |
| 7D | +31.4% | +0.5% | +30.9% | +28.5% |
| 30D | +19.0% | -0.9% | +20.0% | +25.4% |
| 3M | -47.2% | +3.9% | -51.1% | -53.1% |
| 6M | -10.2% | +14.5% | -24.7% | -40.8% |
| YTD | -48.1% | +12.9% | -61.1% | -62.9% |
| All | -63.4% | +16.9% | -80.3% | -76.7% |
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