+354.2%
ORI vs SPY
+312.5%
+41.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -2.3% | -0.4% | -1.9% | -2.0% |
| 30D | -3.1% | -1.4% | -1.8% | -2.1% |
| 3M | +8.6% | +3.7% | +4.9% | +5.0% |
| 6M | +1.5% | +13.0% | -11.5% | -8.9% |
| YTD | -3.1% | +12.4% | -15.5% | -12.9% |
| 1Y | +11.0% | +18.5% | -7.6% | -5.1% |
| 3Y | +85.5% | +77.6% | +7.8% | +8.3% |
| 5Y | +137.4% | +81.7% | +55.7% | +33.8% |
| 10Y | +354.2% | +319.7% | +34.5% | +15.8% |
| All | +354.2% | +312.5% | +41.7% | +15.8% |
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 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