+52.8%
ORR vs SPY
+31.2%
+21.5%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | +2.1% | -0.9% | +3.1% | +2.5% |
| 30D | +2.3% | -2.4% | +4.6% | +3.4% |
| 3M | +1.2% | -1.2% | +2.4% | +1.7% |
| 6M | +7.3% | +3.3% | +4.0% | +5.4% |
| YTD | +15.6% | +12.3% | +3.3% | +8.8% |
| 1Y | +20.8% | +12.4% | +8.4% | +13.6% |
| All | +52.8% | +31.2% | +21.5% | +30.4% |
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