-48.4%
ORIC vs SPY
+82.0%
-130.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +60.3% | +2.0% | +58.4% | +57.5% |
| 6M | -4.8% | +13.0% | -17.8% | -17.4% |
| YTD | +57.2% | +13.5% | +43.7% | +36.0% |
| 1Y | +19.4% | +20.0% | -0.6% | -2.8% |
| 3Y | +38.6% | +77.2% | -38.6% | -23.1% |
| All | -48.4% | +82.0% | -130.5% | -68.7% |
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 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