+45.3%
NRO vs SPY
+311.3%
-266.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.8% |
| 7D | -1.0% | +0.5% | -1.6% | -1.5% |
| 30D | -3.3% | -0.9% | -2.4% | -2.6% |
| 3M | +1.4% | +3.9% | -2.5% | -2.2% |
| 6M | +1.8% | +14.5% | -12.7% | -9.9% |
| YTD | +2.5% | +12.9% | -10.4% | -8.3% |
| 1Y | -1.1% | +19.4% | -20.5% | -15.9% |
| 3Y | +45.4% | +78.5% | -33.1% | -15.7% |
| 5Y | -1.5% | +81.8% | -83.2% | -44.3% |
| 10Y | +45.3% | +311.5% | -266.3% | -60.3% |
| All | +45.3% | +311.3% | -266.1% | -60.3% |
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 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