+361.8%
ORKA vs SPY
+81.0%
+280.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.6% |
| 7D | -0.1% | -0.4% | +0.2% | +0.1% |
| 30D | -13.0% | -1.4% | -11.6% | -12.1% |
| 3M | +36.7% | +3.7% | +33.0% | +33.2% |
| 6M | +171.9% | +13.0% | +158.9% | +149.9% |
| YTD | +201.9% | +12.4% | +189.5% | +178.7% |
| 1Y | +470.1% | +18.5% | +451.6% | +410.0% |
| 3Y | +591.6% | +77.6% | +514.0% | +422.1% |
| 5Y | +361.8% | +81.7% | +280.1% | +245.7% |
| All | +361.8% | +81.0% | +280.8% | +245.7% |
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 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