-89.3%
ORGO vs SPY
+82.8%
-172.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.9% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | -27.8% | +0.1% | -27.9% | -28.2% |
| 3M | -31.0% | +2.0% | -33.0% | -33.7% |
| 6M | -40.4% | +13.0% | -53.4% | -51.5% |
| YTD | -67.0% | +13.5% | -80.5% | -73.2% |
| 1Y | -66.0% | +20.0% | -86.0% | -74.8% |
| 3Y | -41.2% | +77.2% | -118.4% | -73.6% |
| All | -89.3% | +82.8% | -172.0% | -95.0% |
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 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