+106.7%
ORRF vs SPY
+72.2%
+34.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.1% | -0.6% | +0.5% | +0.2% |
| 30D | +9.1% | -3.7% | +12.8% | +11.4% |
| 3M | +4.9% | -2.7% | +7.7% | +6.5% |
| 6M | +21.3% | +2.2% | +19.1% | +19.4% |
| YTD | +28.9% | +10.8% | +18.0% | +20.7% |
| 1Y | +33.4% | +11.2% | +22.2% | +24.6% |
| 3Y | +121.6% | +76.5% | +45.1% | +60.9% |
| 5Y | +106.7% | +72.9% | +33.8% | +48.6% |
| All | +106.7% | +72.2% | +34.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling