-88.2%
ORIO vs SPY
+254.2%
-342.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.6% |
| 7D | +26.6% | -2.7% | +29.3% | +31.3% |
| 30D | +6.9% | -5.4% | +12.3% | +15.3% |
| 3M | +62.0% | -4.1% | +66.1% | +71.2% |
| 6M | +4.8% | +0.7% | +4.1% | +3.3% |
| YTD | +1.9% | +8.7% | -6.8% | -9.5% |
| 1Y | -23.2% | +10.9% | -34.1% | -33.6% |
| 3Y | -9.2% | +75.0% | -84.2% | -55.7% |
| 5Y | -93.8% | +67.8% | -161.6% | -96.6% |
| All | -88.2% | +254.2% | -342.4% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling