+2.0%
NODK vs SPY
+271.2%
-269.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -1.4% | -0.8% | -0.6% | -0.9% |
| 30D | -2.1% | -1.1% | -1.0% | -1.5% |
| 3M | -2.7% | +3.9% | -6.5% | -5.1% |
| 6M | +15.8% | +13.6% | +2.2% | +6.7% |
| YTD | +13.2% | +12.7% | +0.5% | +4.6% |
| 1Y | +10.8% | +17.5% | -6.7% | -0.3% |
| 3Y | +20.6% | +76.9% | -56.3% | -16.7% |
| 5Y | -19.1% | +83.6% | -102.7% | -46.1% |
| All | +2.0% | +271.2% | -269.1% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling