+224.6%
ORRF vs SPY
+315.0%
-90.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +9.4% | -3.3% | +12.7% | +12.4% |
| 3M | +5.0% | -2.4% | +7.4% | +6.9% |
| 6M | +21.6% | +2.6% | +19.1% | +18.3% |
| YTD | +29.2% | +11.2% | +18.0% | +16.9% |
| 1Y | +35.6% | +13.4% | +22.2% | +20.6% |
| 3Y | +125.2% | +79.9% | +45.3% | +32.1% |
| 5Y | +107.7% | +72.2% | +35.5% | +24.6% |
| 10Y | +224.6% | +307.3% | -82.7% | -10.5% |
| All | +224.6% | +315.0% | -90.4% | -10.5% |
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