-90.1%
ORGO vs SPY
+289.5%
-379.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -7.7% |
| 7D | +14.9% | +3.3% | +11.6% | +10.8% |
| 30D | -20.2% | -2.7% | -17.6% | -17.1% |
| 3M | -46.7% | -1.7% | -44.9% | -45.3% |
| 6M | -60.0% | +3.1% | -63.0% | -61.5% |
| YTD | -81.4% | +11.9% | -93.3% | -83.8% |
| 1Y | -85.1% | +12.0% | -97.1% | -87.0% |
| 3Y | -55.9% | +78.2% | -134.1% | -76.2% |
| 5Y | -91.4% | +73.2% | -164.6% | -95.1% |
| All | -90.1% | +289.5% | -379.6% | -96.5% |
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 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