-6.5%
NCDL vs SPY
+61.8%
-68.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | -4.3% | -0.9% | -3.3% | -3.9% |
| 3M | +0.3% | +3.9% | -3.6% | -1.5% |
| 6M | -1.2% | +14.5% | -15.7% | -7.3% |
| YTD | -2.2% | +12.9% | -15.1% | -7.7% |
| 1Y | -12.6% | +19.4% | -31.9% | -19.4% |
| All | -6.5% | +61.8% | -68.3% | -21.4% |
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