-34.6%
ORMP vs SPY
+312.9%
-347.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -6.1% | -2.7% | -3.4% | -3.7% |
| 30D | -11.7% | -5.4% | -6.3% | -7.2% |
| 3M | -10.2% | -4.1% | -6.1% | -6.9% |
| 6M | -1.5% | +0.7% | -2.2% | -2.1% |
| YTD | +45.3% | +8.7% | +36.6% | +35.5% |
| 1Y | +88.2% | +10.9% | +77.3% | +72.8% |
| 3Y | +112.3% | +75.0% | +37.3% | +28.4% |
| 5Y | -84.6% | +67.8% | -152.4% | -90.3% |
| All | -34.6% | +312.9% | -347.4% | -79.7% |
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 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