+2.8%
NODK vs SPY
+270.3%
-267.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.9% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -1.2% | -1.4% | +0.2% | -0.4% |
| 3M | -0.3% | +3.7% | -4.0% | -2.7% |
| 6M | +17.4% | +13.0% | +4.4% | +8.5% |
| YTD | +14.0% | +12.4% | +1.6% | +5.6% |
| 1Y | +14.4% | +18.5% | -4.1% | +2.4% |
| 3Y | +19.4% | +77.6% | -58.3% | -17.8% |
| 5Y | -18.6% | +81.7% | -100.3% | -45.4% |
| All | +2.8% | +270.3% | -267.5% | -56.5% |
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