+68.1%
ORN vs SPY
+81.8%
-13.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +2.0% | +0.5% | +1.4% | +1.4% |
| 30D | -10.5% | -0.9% | -9.5% | -9.5% |
| 3M | -33.5% | +3.9% | -37.4% | -35.6% |
| 6M | -20.8% | +14.5% | -35.4% | -30.2% |
| YTD | -7.1% | +12.9% | -20.1% | -16.7% |
| 1Y | +25.1% | +19.4% | +5.7% | +7.0% |
| 3Y | +100.2% | +78.5% | +21.8% | +31.0% |
| 5Y | +68.1% | +81.8% | -13.6% | +14.9% |
| All | +68.1% | +81.8% | -13.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling