-84.4%
ORMP vs SPY
+67.0%
-151.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -0.7% |
| 7D | -8.0% | -4.7% | -3.3% | -2.7% |
| 30D | -11.2% | -5.9% | -5.3% | -4.6% |
| 3M | -10.0% | -4.5% | -5.4% | -5.1% |
| 6M | -2.3% | +1.8% | -4.0% | -4.5% |
| YTD | +46.4% | +8.3% | +38.1% | +33.5% |
| 1Y | +86.3% | +9.3% | +76.9% | +68.2% |
| 3Y | +133.1% | +74.9% | +58.3% | +8.8% |
| 5Y | -84.4% | +67.3% | -151.7% | -92.1% |
| All | -84.4% | +67.0% | -151.4% | -92.1% |
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