-37.2%
NBR vs SPY
+3,059.5%
-3,096.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.8% |
| 7D | -5.3% | -0.4% | -4.9% | -4.9% |
| 30D | +0.8% | -1.4% | +2.2% | +2.7% |
| 3M | -6.1% | +3.7% | -9.8% | -11.4% |
| 6M | +11.6% | +13.0% | -1.4% | -7.1% |
| YTD | +66.7% | +12.4% | +54.3% | +40.0% |
| 1Y | +124.9% | +18.5% | +106.4% | +76.8% |
| 3Y | -27.1% | +77.6% | -104.7% | -65.3% |
| 5Y | +7.2% | +81.7% | -74.4% | -49.2% |
| 10Y | -80.5% | +319.7% | -400.2% | -96.1% |
| All | -37.2% | +3,059.5% | -3,096.7% | -97.5% |
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