-57.8%
ORCX vs SPY
+27.8%
-85.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | +0.2% |
| 7D | +22.1% | -0.4% | +22.4% | +23.6% |
| 30D | +11.1% | -1.4% | +12.5% | +17.2% |
| 3M | -44.9% | +3.7% | -48.6% | -49.2% |
| 6M | -10.7% | +13.0% | -23.7% | -32.7% |
| YTD | -49.7% | +12.4% | -62.1% | -60.9% |
| 1Y | -73.4% | +18.5% | -92.0% | -81.8% |
| All | -57.8% | +27.8% | -85.6% | -70.9% |
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