-82.5%
ORGO vs SPY
+295.3%
-377.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | -27.8% | +0.1% | -27.9% | -28.1% |
| 3M | -31.0% | +2.0% | -33.0% | -33.1% |
| 6M | -40.4% | +13.0% | -53.4% | -49.1% |
| YTD | -67.0% | +13.5% | -80.5% | -71.9% |
| 1Y | -66.0% | +20.0% | -86.0% | -72.9% |
| 3Y | -41.2% | +77.2% | -118.4% | -68.1% |
| 5Y | -89.7% | +81.9% | -171.6% | -94.5% |
| All | -82.5% | +295.3% | -377.7% | -94.0% |
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 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