-32.5%
ORMP vs SPY
+315.0%
-347.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +1.6% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | -7.6% | -3.3% | -4.3% | -4.7% |
| 3M | -7.0% | -2.4% | -4.6% | -4.9% |
| 6M | -2.2% | +2.6% | -4.8% | -4.3% |
| YTD | +50.6% | +11.2% | +39.3% | +37.6% |
| 1Y | +95.9% | +13.4% | +82.5% | +76.5% |
| 3Y | +120.0% | +79.9% | +40.1% | +29.9% |
| 5Y | -85.3% | +72.2% | -157.5% | -91.0% |
| 10Y | -32.5% | +307.3% | -339.9% | -77.0% |
| All | -32.5% | +315.0% | -347.6% | -77.0% |
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 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