-83.9%
ORGO vs SPY
+291.3%
-375.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -6.0% | -0.4% | -5.6% | -5.6% |
| 30D | -15.6% | -1.4% | -14.2% | -14.1% |
| 3M | -36.7% | +3.7% | -40.4% | -39.8% |
| 6M | -43.1% | +13.0% | -56.1% | -51.4% |
| YTD | -69.7% | +12.4% | -82.1% | -73.8% |
| 1Y | -67.9% | +18.5% | -86.4% | -74.0% |
| 3Y | -37.9% | +77.6% | -115.6% | -66.4% |
| 5Y | -90.4% | +81.7% | -172.1% | -94.8% |
| All | -83.9% | +291.3% | -375.2% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling