-47.3%
ORMP vs SPY
+605.1%
-652.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -2.7% |
| 7D | -8.0% | -4.7% | -3.3% | -4.7% |
| 30D | -11.2% | -5.9% | -5.3% | -7.1% |
| 3M | -10.0% | -4.5% | -5.4% | -6.9% |
| 6M | -2.3% | +1.8% | -4.0% | -3.4% |
| YTD | +46.4% | +8.3% | +38.1% | +38.8% |
| 1Y | +86.3% | +9.3% | +76.9% | +75.7% |
| 3Y | +133.1% | +74.9% | +58.3% | +56.9% |
| 5Y | -84.4% | +67.3% | -151.7% | -89.0% |
| 10Y | -30.5% | +311.6% | -342.0% | -71.4% |
| All | -47.3% | +605.1% | -652.4% | -88.1% |
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