-59.3%
ORCX vs SPY
+29.1%
-88.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +7.1% |
| 7D | +9.6% | +0.1% | +9.4% | +9.7% |
| 30D | +17.2% | +0.1% | +17.1% | +18.4% |
| 3M | -60.2% | +2.0% | -62.2% | -60.9% |
| 6M | -14.9% | +13.0% | -28.0% | -36.2% |
| YTD | -51.4% | +13.5% | -65.0% | -63.4% |
| 1Y | -69.9% | +20.0% | -89.9% | -80.1% |
| All | -59.3% | +29.1% | -88.4% | -72.8% |
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