+436.4%
NRP vs SPY
+74.7%
+361.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | 0.0% |
| 7D | +4.2% | -0.9% | +5.1% | +4.6% |
| 30D | +11.2% | -2.4% | +13.5% | +12.4% |
| 3M | +20.2% | -1.2% | +21.3% | +20.7% |
| 6M | +13.8% | +3.3% | +10.5% | +11.6% |
| YTD | +20.8% | +12.3% | +8.6% | +13.3% |
| 1Y | +21.0% | +12.4% | +8.5% | +13.3% |
| 3Y | +96.7% | +78.8% | +17.9% | +43.7% |
| All | +436.4% | +74.7% | +361.7% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling