+142.1%
ORMP vs SPY
+20.8%
+121.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +16.0% | +0.1% | +15.9% | +15.8% |
| 3M | +31.5% | +2.0% | +29.5% | +28.5% |
| 6M | +38.4% | +13.0% | +25.4% | +19.2% |
| YTD | +88.6% | +13.5% | +75.0% | +62.1% |
| 1Y | +142.1% | +20.0% | +122.1% | +87.5% |
| All | +142.1% | +20.8% | +121.2% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling