+140.3%
ORI vs SPY
+81.8%
+58.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | -1.5% | +0.5% | -2.1% | -1.8% |
| 30D | -4.5% | -0.9% | -3.6% | -4.1% |
| 3M | +9.4% | +3.9% | +5.5% | +6.9% |
| 6M | -0.2% | +14.5% | -14.7% | -8.0% |
| YTD | -3.2% | +12.9% | -16.2% | -10.2% |
| 1Y | +10.3% | +19.4% | -9.1% | -1.3% |
| 3Y | +85.2% | +78.5% | +6.7% | +26.1% |
| 5Y | +140.3% | +81.8% | +58.6% | +60.6% |
| All | +140.3% | +81.8% | +58.6% | +60.6% |
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