+54.0%
ORN vs SPY
+78.4%
-24.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.2% |
| 7D | -13.9% | -0.6% | -13.4% | -12.8% |
| 30D | -17.0% | -3.7% | -13.4% | -11.4% |
| 3M | -22.5% | -2.7% | -19.7% | -18.4% |
| 6M | -49.1% | +2.2% | -51.2% | -49.8% |
| YTD | -23.6% | +10.8% | -34.5% | -33.0% |
| 1Y | -26.2% | +11.2% | -37.5% | -35.4% |
| 3Y | +54.0% | +76.5% | -22.5% | -17.1% |
| All | +54.0% | +78.4% | -24.4% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling