-15.3%
ORN vs SPY
+311.8%
-327.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +0.9% |
| 7D | -0.9% | -0.9% | 0.0% | +0.7% |
| 30D | -14.8% | -2.4% | -12.5% | -12.1% |
| 3M | -20.5% | -1.2% | -19.3% | -19.0% |
| 6M | -48.7% | +3.3% | -52.0% | -49.7% |
| YTD | -21.8% | +12.3% | -34.1% | -29.7% |
| 1Y | -21.1% | +12.4% | -33.6% | -28.8% |
| 3Y | +57.6% | +78.8% | -21.2% | -8.5% |
| 5Y | +55.1% | +75.2% | -20.1% | -8.7% |
| 10Y | -15.3% | +311.1% | -326.4% | -83.6% |
| All | -15.3% | +311.8% | -327.0% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling