-36.4%
ORN vs VOO
+800.4%
-836.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | +4.8% | +2.6% | +2.3% | +1.8% |
| 30D | -12.0% | -2.0% | -10.0% | -9.4% |
| 3M | -21.8% | -2.8% | -19.0% | -18.5% |
| 6M | -50.7% | +2.2% | -52.8% | -51.2% |
| YTD | -23.8% | +11.5% | -35.4% | -31.7% |
| 1Y | -20.2% | +13.5% | -33.7% | -29.7% |
| 3Y | +53.9% | +78.1% | -24.2% | -17.1% |
| 5Y | +51.4% | +73.1% | -21.7% | -17.8% |
| 10Y | -17.4% | +310.7% | -328.2% | -86.1% |
| All | -36.4% | +800.4% | -836.9% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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