-32.1%
ORMP vs SPY
+639.1%
-671.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +16.0% | +0.1% | +15.9% | +15.9% |
| 3M | +31.5% | +2.0% | +29.5% | +29.6% |
| 6M | +38.4% | +13.0% | +25.4% | +27.0% |
| YTD | +88.6% | +13.5% | +75.0% | +72.8% |
| 1Y | +142.1% | +20.0% | +122.1% | +113.6% |
| 3Y | +56.2% | +77.2% | -21.0% | +4.2% |
| 5Y | -72.3% | +81.9% | -154.2% | -81.5% |
| 10Y | -26.1% | +314.1% | -340.1% | -69.9% |
| All | -32.1% | +639.1% | -671.2% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling