-7.4%
NCDL vs SPY
+61.5%
-68.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.6% |
| 30D | -1.9% | -1.1% | -0.8% | -1.4% |
| 3M | -2.1% | +3.9% | -5.9% | -3.8% |
| 6M | -3.0% | +13.6% | -16.6% | -8.6% |
| YTD | -3.2% | +12.7% | -15.9% | -8.5% |
| 1Y | -10.5% | +17.5% | -28.1% | -17.0% |
| All | -7.4% | +61.5% | -68.9% | -22.1% |
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