+57.4%
NRO vs SPY
+308.5%
-251.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | -1.5% | +3.3% | -4.8% | -4.2% |
| 30D | +5.6% | -2.7% | +8.3% | +7.9% |
| 3M | -6.7% | -1.7% | -4.9% | -5.5% |
| 6M | -6.6% | +3.1% | -9.7% | -9.6% |
| YTD | -2.3% | +11.9% | -14.2% | -12.1% |
| 1Y | -3.2% | +12.0% | -15.2% | -13.0% |
| 3Y | +46.5% | +78.2% | -31.7% | -15.2% |
| 5Y | -3.6% | +73.2% | -76.9% | -43.1% |
| All | +57.4% | +308.5% | -251.1% | -54.9% |
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