-71.4%
ORMP vs SPY
+82.0%
-153.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 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% | +28.3% |
| 6M | +38.4% | +13.0% | +25.4% | +19.7% |
| YTD | +88.6% | +13.5% | +75.0% | +62.5% |
| 1Y | +142.1% | +20.0% | +122.1% | +95.6% |
| 3Y | +56.2% | +77.2% | -21.0% | -28.0% |
| All | -71.4% | +82.0% | -153.4% | -86.4% |
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