+50.9%
ORR vs SPY
+32.0%
+18.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | -1.1% | -0.9% | -0.2% | -0.6% |
| 3M | +9.6% | +3.9% | +5.7% | +7.4% |
| 6M | +6.4% | +14.5% | -8.2% | -0.7% |
| YTD | +14.2% | +12.9% | +1.2% | +7.3% |
| 1Y | +23.3% | +19.4% | +3.9% | +12.8% |
| All | +50.9% | +32.0% | +18.9% | +28.6% |
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