+3,355.1%
ORI vs SPY
+3,091.8%
+263.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -4.1% | +0.1% | -4.1% | -4.2% |
| 3M | +13.2% | +2.0% | +11.2% | +10.6% |
| 6M | -0.1% | +13.0% | -13.1% | -11.2% |
| YTD | -1.7% | +13.5% | -15.2% | -13.2% |
| 1Y | +10.7% | +20.0% | -9.2% | -7.3% |
| 3Y | +85.8% | +77.2% | +8.6% | +7.1% |
| 5Y | +141.5% | +81.9% | +59.6% | +33.6% |
| 10Y | +346.0% | +314.1% | +32.0% | +17.3% |
| All | +3,355.1% | +3,091.8% | +263.3% | +143.2% |
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