-74.0%
ORKA vs SPY
+318.9%
-392.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +0.7% | -2.0% | +2.7% | +1.9% |
| 30D | -12.4% | -1.7% | -10.8% | -11.6% |
| 3M | +43.1% | +4.7% | +38.4% | +39.4% |
| 6M | +172.0% | +12.5% | +159.5% | +155.4% |
| YTD | +202.4% | +11.7% | +190.7% | +185.2% |
| 1Y | +481.2% | +17.5% | +463.7% | +435.1% |
| 3Y | +592.7% | +76.6% | +516.2% | +436.0% |
| 5Y | +365.6% | +82.0% | +283.6% | +252.7% |
| All | -74.0% | +318.9% | -392.9% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling