+114.1%
ORRF vs SPY
+75.1%
+39.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +0.4% | -2.7% | +3.1% | +2.3% |
| 30D | +8.1% | -5.4% | +13.5% | +12.0% |
| 3M | +2.7% | -4.1% | +6.8% | +5.4% |
| 6M | +20.2% | +0.7% | +19.5% | +18.9% |
| YTD | +27.4% | +8.7% | +18.7% | +19.1% |
| 1Y | +33.9% | +10.9% | +23.0% | +23.1% |
| 3Y | +114.1% | +75.0% | +39.1% | +7.7% |
| All | +114.1% | +75.1% | +39.0% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling