-27.1%
NBR vs SPY
+77.0%
-104.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.3% |
| 7D | -0.3% | -0.8% | +0.5% | +0.9% |
| 30D | +1.0% | -1.1% | +2.1% | +2.6% |
| 3M | -11.1% | +3.9% | -14.9% | -16.9% |
| 6M | +15.1% | +13.6% | +1.5% | -8.6% |
| YTD | +66.9% | +12.7% | +54.2% | +34.7% |
| 1Y | +113.2% | +17.5% | +95.7% | +60.6% |
| 3Y | -27.1% | +76.9% | -104.1% | -69.2% |
| All | -27.1% | +77.0% | -104.1% | -69.2% |
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