+148.2%
NRK vs SPY
+1,165.2%
-1,016.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -5.1% | -1.4% | -3.8% | -4.9% |
| 3M | -5.3% | +3.7% | -9.0% | -5.9% |
| 6M | -1.6% | +13.0% | -14.6% | -3.5% |
| YTD | +3.3% | +12.4% | -9.1% | +1.4% |
| 1Y | +9.6% | +18.5% | -9.0% | +6.5% |
| 3Y | +25.3% | +77.6% | -52.3% | +13.7% |
| 5Y | -4.3% | +81.7% | -86.0% | -13.9% |
| 10Y | +17.8% | +319.7% | -301.9% | -7.4% |
| All | +148.2% | +1,165.2% | -1,016.9% | +61.7% |
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