-45.1%
ORIC vs SPY
+67.4%
-112.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.5% |
| 7D | -4.5% | -2.7% | -1.8% | -1.1% |
| 30D | -26.6% | -5.4% | -21.2% | -21.6% |
| 3M | -31.8% | -4.1% | -27.7% | -28.4% |
| 6M | -5.2% | +0.7% | -5.9% | -5.8% |
| YTD | +7.8% | +8.7% | -0.8% | -2.6% |
| 1Y | -29.7% | +10.9% | -40.6% | -38.0% |
| 3Y | +27.8% | +75.0% | -47.2% | -30.3% |
| All | -45.1% | +67.4% | -112.5% | -67.4% |
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