+54.6%
ORR vs SPY
+30.8%
+23.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.4% |
| 7D | +3.0% | +3.3% | -0.2% | +1.4% |
| 30D | +3.6% | -2.7% | +6.2% | +4.9% |
| 3M | +2.6% | -1.7% | +4.3% | +3.4% |
| 6M | +8.4% | +3.1% | +5.3% | +6.5% |
| YTD | +17.0% | +11.9% | +5.1% | +10.3% |
| 1Y | +21.7% | +12.0% | +9.7% | +14.6% |
| All | +54.6% | +30.8% | +23.8% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling