-47.8%
ORIC vs SPY
+67.0%
-114.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.4% | -4.7% | -3.7% |
| 7D | -5.6% | -4.7% | -0.8% | +0.3% |
| 30D | -29.1% | -5.9% | -23.2% | -23.8% |
| 3M | -34.3% | -4.5% | -29.8% | -30.7% |
| 6M | -11.3% | +1.8% | -13.1% | -13.0% |
| YTD | +3.8% | +8.3% | -4.5% | -5.9% |
| 1Y | -31.4% | +9.3% | -40.8% | -38.5% |
| 3Y | +19.9% | +74.9% | -54.9% | -34.6% |
| 5Y | -47.8% | +67.3% | -115.1% | -69.1% |
| All | -47.8% | +67.0% | -114.8% | -69.1% |
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