-52.0%
ORN vs SPY
+622.6%
-674.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | -13.9% | -0.6% | -13.4% | -13.0% |
| 30D | -17.0% | -3.7% | -13.4% | -12.7% |
| 3M | -22.5% | -2.7% | -19.7% | -19.3% |
| 6M | -49.1% | +2.2% | -51.2% | -49.6% |
| YTD | -23.6% | +10.8% | -34.5% | -31.3% |
| 1Y | -26.2% | +11.2% | -37.5% | -33.6% |
| 3Y | +54.0% | +76.5% | -22.5% | -18.6% |
| 5Y | +62.5% | +72.9% | -10.4% | -15.0% |
| 10Y | -14.7% | +304.8% | -319.5% | -85.3% |
| All | -52.0% | +622.6% | -674.6% | -97.3% |
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