+58.6%
NRO vs SPY
+315.0%
-256.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.2% |
| 7D | +4.2% | +0.1% | +4.1% | +4.0% |
| 30D | +7.9% | -3.3% | +11.2% | +10.9% |
| 3M | -5.2% | -2.4% | -2.7% | -3.4% |
| 6M | -4.7% | +2.6% | -7.3% | -7.3% |
| YTD | +0.6% | +11.2% | -10.7% | -9.0% |
| 1Y | -1.2% | +13.4% | -14.6% | -12.2% |
| 3Y | +54.3% | +79.9% | -25.6% | -11.5% |
| 5Y | -0.9% | +72.2% | -73.1% | -41.2% |
| 10Y | +58.6% | +307.3% | -248.7% | -54.5% |
| All | +58.6% | +315.0% | -256.4% | -54.5% |
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 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