+128.8%
NRO vs SPY
+988.9%
-860.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +3.8% | -0.6% | +4.4% | +4.3% |
| 30D | +7.5% | -3.7% | +11.2% | +11.9% |
| 3M | -4.9% | -2.7% | -2.1% | -2.2% |
| 6M | -5.1% | +2.2% | -7.2% | -8.3% |
| YTD | +0.2% | +10.8% | -10.6% | -12.2% |
| 1Y | -1.0% | +11.2% | -12.2% | -13.7% |
| 3Y | +50.3% | +76.5% | -26.2% | -26.3% |
| 5Y | -1.1% | +72.9% | -74.0% | -51.2% |
| 10Y | +60.2% | +304.8% | -244.6% | -74.3% |
| All | +128.8% | +988.9% | -860.1% | -88.3% |
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