-41.3%
ORN vs SPY
+640.3%
-681.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -10.2% | +0.1% | -10.2% | -10.1% |
| 3M | -34.6% | +2.0% | -36.6% | -35.5% |
| 6M | -30.7% | +13.0% | -43.8% | -39.6% |
| YTD | -6.6% | +13.5% | -20.2% | -18.9% |
| 1Y | +21.5% | +20.0% | +1.5% | -0.7% |
| 3Y | +97.9% | +77.2% | +20.7% | +3.6% |
| 5Y | +67.8% | +81.9% | -14.1% | -18.2% |
| 10Y | +52.1% | +314.1% | -261.9% | -74.5% |
| All | -41.3% | +640.3% | -681.6% | -96.8% |
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