+8.6%
NDMO vs SPY
+77.0%
-68.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -4.9% | -1.1% | -3.8% | -4.6% |
| 3M | -7.7% | +3.9% | -11.6% | -8.5% |
| 6M | -5.9% | +13.6% | -19.5% | -8.6% |
| YTD | -2.4% | +12.7% | -15.1% | -5.1% |
| 1Y | -5.8% | +17.5% | -23.3% | -9.2% |
| 3Y | +8.6% | +76.9% | -68.3% | -12.1% |
| All | +8.6% | +77.0% | -68.4% | -12.1% |
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 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