-57.3%
ORCX vs SPY
+28.4%
-85.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +6.6% |
| 7D | +31.6% | +0.5% | +31.0% | +29.5% |
| 30D | +18.9% | -0.9% | +19.8% | +23.6% |
| 3M | -47.3% | +3.9% | -51.2% | -51.7% |
| 6M | -11.2% | +14.5% | -25.7% | -35.7% |
| YTD | -49.0% | +12.9% | -62.0% | -61.0% |
| 1Y | -72.4% | +19.4% | -91.7% | -81.5% |
| All | -57.3% | +28.4% | -85.7% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling