-79.3%
ORCU vs SPY
+16.2%
-95.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | +1.3% | +16.3% | +11.8% |
| 7D | +6.0% | -0.9% | +6.9% | +11.7% |
| 30D | -18.5% | -2.4% | -16.2% | -6.0% |
| 3M | -31.0% | -1.2% | -29.9% | -23.0% |
| 6M | -66.0% | +3.3% | -69.3% | -66.1% |
| YTD | -70.6% | +12.3% | -82.9% | -77.4% |
| All | -79.3% | +16.2% | -95.5% | -85.8% |
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