+3,203.3%
ORI vs SPY
+2,954.7%
+248.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | +2.8% | -2.7% | +5.5% | +5.1% |
| 30D | +5.0% | -5.4% | +10.4% | +9.9% |
| 3M | -8.2% | -4.1% | -4.1% | -5.1% |
| 6M | +2.7% | +0.7% | +2.0% | +0.9% |
| YTD | -6.0% | +8.7% | -14.7% | -14.1% |
| 1Y | +6.2% | +10.9% | -4.6% | -4.8% |
| 3Y | +74.1% | +75.0% | -0.9% | +1.1% |
| 5Y | +112.8% | +67.8% | +45.0% | +26.1% |
| 10Y | +392.1% | +312.9% | +79.3% | +29.0% |
| All | +3,203.3% | +2,954.7% | +248.6% | +140.7% |
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