+151.0%
ORRF vs SPY
+313.4%
-162.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | +15.9% | +2.0% | +13.9% | +13.5% |
| 6M | +20.2% | +13.0% | +7.2% | +7.6% |
| YTD | +24.6% | +13.5% | +11.0% | +11.1% |
| 1Y | +26.3% | +20.0% | +6.4% | +7.3% |
| 3Y | +117.5% | +77.2% | +40.3% | +30.5% |
| 5Y | +115.0% | +81.9% | +33.1% | +22.9% |
| All | +151.0% | +313.4% | -162.5% | -23.7% |
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