+88.2%
ORMP vs SPY
+12.3%
+75.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +0.8% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.6% | -3.3% | -4.3% | -3.8% |
| 3M | -7.0% | -2.4% | -4.6% | -4.2% |
| 6M | -2.2% | +2.6% | -4.8% | -5.8% |
| YTD | +50.6% | +11.2% | +39.3% | +31.0% |
| All | +88.2% | +12.3% | +75.8% | +63.7% |
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 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