+133.3%
NRO vs SPY
+1,015.6%
-882.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -3.3% | +0.1% | -3.4% | -3.5% |
| 3M | +0.3% | +2.0% | -1.7% | -2.5% |
| 6M | -1.5% | +13.0% | -14.5% | -15.1% |
| YTD | +2.2% | +13.5% | -11.4% | -12.6% |
| 1Y | -1.8% | +20.0% | -21.7% | -21.5% |
| 3Y | +41.5% | +77.2% | -35.7% | -30.5% |
| 5Y | -2.2% | +81.9% | -84.1% | -54.5% |
| 10Y | +44.7% | +314.1% | -269.3% | -77.3% |
| All | +133.3% | +1,015.6% | -882.3% | -88.4% |
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