-89.4%
ORIO vs SPY
+270.0%
-359.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | +48.9% | +0.1% | +48.9% | +49.0% |
| 3M | +7.7% | +2.0% | +5.7% | +4.8% |
| 6M | -12.5% | +13.0% | -25.5% | -26.4% |
| YTD | -8.4% | +13.5% | -22.0% | -23.1% |
| 1Y | -44.3% | +20.0% | -64.3% | -56.6% |
| 3Y | -44.9% | +77.2% | -122.1% | -73.4% |
| 5Y | -93.8% | +81.9% | -175.7% | -96.9% |
| All | -89.4% | +270.0% | -359.4% | -97.0% |
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