+484.5%
ORRF vs SPY
+764.2%
-279.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.6% |
| 30D | +8.1% | -5.4% | +13.5% | +10.6% |
| 3M | +2.7% | -4.1% | +6.8% | +4.4% |
| 6M | +20.2% | +0.7% | +19.5% | +19.6% |
| YTD | +27.4% | +8.7% | +18.7% | +22.7% |
| 1Y | +33.9% | +10.9% | +23.0% | +27.8% |
| 3Y | +114.1% | +75.0% | +39.1% | +69.4% |
| 5Y | +105.3% | +67.8% | +37.5% | +64.0% |
| 10Y | +205.9% | +312.9% | -106.9% | +86.6% |
| All | +484.5% | +764.2% | -279.7% | +192.9% |
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