-32.6%
C vs NDAQ
+2,327.9%
-2,360.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.7% |
| 7D | +3.6% | -2.4% | +6.1% | +5.0% |
| 30D | +0.1% | +2.5% | -2.4% | -1.3% |
| 3M | +2.4% | +9.9% | -7.5% | -3.7% |
| 6M | +24.9% | +9.4% | +15.5% | +17.2% |
| YTD | +19.8% | +0.4% | +19.4% | +17.2% |
| 1Y | +44.9% | +4.0% | +40.8% | +38.7% |
| 3Y | +263.0% | +94.4% | +168.6% | +145.8% |
| 5Y | +129.5% | +56.7% | +72.8% | +70.8% |
| 10Y | +291.6% | +375.3% | -83.7% | +58.4% |
| All | -32.6% | +2,327.9% | -2,360.5% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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