+49.8%
ORN vs SPY
+318.9%
-269.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -1.0% | -2.0% | +1.0% | +1.2% |
| 30D | -7.3% | -1.7% | -5.6% | -5.4% |
| 3M | -32.0% | +4.7% | -36.7% | -34.8% |
| 6M | -22.6% | +12.5% | -35.1% | -31.1% |
| YTD | -8.9% | +11.7% | -20.6% | -18.0% |
| 1Y | +22.1% | +17.5% | +4.6% | +4.7% |
| 3Y | +96.5% | +76.6% | +20.0% | +14.7% |
| 5Y | +66.5% | +82.0% | -15.5% | -7.3% |
| All | +49.8% | +318.9% | -269.1% | -73.1% |
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 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