-81.8%
ORCU vs SPY
+15.1%
-96.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | -3.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.7% |
| 30D | -32.7% | -3.3% | -29.3% | -19.4% |
| 3M | -40.8% | -2.4% | -38.4% | -30.5% |
| 6M | -70.8% | +2.6% | -73.4% | -70.2% |
| YTD | -74.2% | +11.2% | -85.4% | -79.4% |
| All | -81.8% | +15.1% | -96.9% | -87.1% |
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 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