-89.2%
ORIO vs SPY
+253.1%
-342.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +4.1% |
| 7D | +16.3% | -4.7% | +21.0% | +24.0% |
| 30D | -3.8% | -5.9% | +2.1% | +4.5% |
| 3M | +52.0% | -4.5% | +56.5% | +61.6% |
| 6M | -2.9% | +1.8% | -4.7% | -5.8% |
| YTD | -6.5% | +8.3% | -14.9% | -16.6% |
| 1Y | -34.6% | +9.3% | -44.0% | -42.4% |
| 3Y | -16.0% | +74.9% | -90.8% | -58.9% |
| 5Y | -94.3% | +67.3% | -161.6% | -96.9% |
| All | -89.2% | +253.1% | -342.2% | -96.7% |
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 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