-93.6%
ORIO vs SPY
+82.0%
-175.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.2% |
| 7D | -10.1% | +0.1% | -10.2% | -10.3% |
| 30D | +48.9% | +0.1% | +48.9% | +49.0% |
| 3M | +7.7% | +2.0% | +5.7% | +3.5% |
| 6M | -12.5% | +13.0% | -25.5% | -31.3% |
| YTD | -8.4% | +13.5% | -22.0% | -28.4% |
| 1Y | -44.3% | +20.0% | -64.3% | -60.8% |
| 3Y | -44.9% | +77.2% | -122.1% | -81.6% |
| All | -93.6% | +82.0% | -175.6% | -97.6% |
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