+634.2%
NRP vs SPY
+1,331.1%
-696.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | -0.3% |
| 7D | +4.2% | -0.9% | +5.1% | +4.8% |
| 30D | +11.2% | -2.4% | +13.5% | +12.9% |
| 3M | +20.2% | -1.2% | +21.3% | +20.9% |
| 6M | +13.8% | +3.3% | +10.5% | +10.5% |
| YTD | +20.8% | +12.3% | +8.6% | +9.8% |
| 1Y | +21.0% | +12.4% | +8.5% | +9.8% |
| 3Y | +96.7% | +78.8% | +17.9% | +24.9% |
| 5Y | +444.2% | +75.2% | +369.0% | +244.3% |
| 10Y | +547.1% | +311.1% | +236.0% | +87.9% |
| All | +634.2% | +1,331.1% | -696.9% | -3.7% |
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