-30.8%
ORIC vs SPY
+11.5%
-42.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | -7.1% | -0.6% | -6.5% | -6.1% |
| 30D | -25.7% | -3.7% | -22.0% | -22.0% |
| 3M | -34.6% | -2.7% | -31.8% | -32.3% |
| 6M | +0.7% | +2.2% | -1.5% | -1.7% |
| YTD | +8.9% | +10.8% | -1.9% | 0.0% |
| All | -30.8% | +11.5% | -42.3% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling