-4.0%
NRDS vs SPY
+20.8%
-24.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +8.8% | +0.1% | +8.8% | +8.8% |
| 3M | +21.4% | +2.0% | +19.4% | +19.8% |
| 6M | -11.5% | +13.0% | -24.6% | -23.2% |
| YTD | -27.1% | +13.5% | -40.6% | -36.9% |
| 1Y | -4.0% | +20.0% | -24.0% | -26.1% |
| All | -4.0% | +20.8% | -24.8% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling