-93.7%
NRDY vs SPY
+125.3%
-219.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.4% |
| 7D | -4.9% | -2.0% | -2.9% | -2.2% |
| 30D | -18.3% | -1.7% | -16.7% | -16.4% |
| 3M | -32.5% | +4.7% | -37.3% | -37.0% |
| 6M | -33.9% | +12.5% | -46.4% | -44.3% |
| YTD | -41.7% | +11.7% | -53.4% | -50.3% |
| 1Y | -53.0% | +17.5% | -70.5% | -62.6% |
| 3Y | -86.8% | +76.6% | -163.4% | -93.9% |
| 5Y | -93.9% | +82.0% | -175.9% | -97.3% |
| All | -93.7% | +125.3% | -219.0% | -97.3% |
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