-82.9%
ORCU vs SPY
+12.5%
-95.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | 0.0% |
| 7D | -23.0% | -2.7% | -20.3% | -13.0% |
| 30D | -38.6% | -5.4% | -33.2% | -18.9% |
| 3M | -41.7% | -4.1% | -37.7% | -26.2% |
| 6M | -72.1% | +0.7% | -72.8% | -69.0% |
| YTD | -75.8% | +8.7% | -84.5% | -78.7% |
| All | -82.9% | +12.5% | -95.4% | -86.6% |
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