-75.8%
ORCX vs SPY
+27.7%
-103.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | +1.3% | +16.4% | +13.4% |
| 7D | +5.7% | -0.9% | +6.7% | +10.5% |
| 30D | -18.5% | -2.4% | -16.2% | -9.0% |
| 3M | -31.1% | -1.2% | -29.9% | -24.6% |
| 6M | -66.3% | +3.3% | -69.6% | -66.2% |
| YTD | -71.2% | +12.3% | -83.4% | -76.5% |
| 1Y | -81.6% | +12.4% | -94.0% | -84.9% |
| All | -75.8% | +27.7% | -103.5% | -82.5% |
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