-39.8%
C vs NDAQ
+2,666.5%
-2,706.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.5% |
| 7D | -0.4% | +2.9% | -3.2% | -1.8% |
| 30D | -5.2% | +17.5% | -22.6% | -13.3% |
| 3M | -9.1% | +15.4% | -24.5% | -16.3% |
| 6M | -1.6% | +24.6% | -26.2% | -14.1% |
| YTD | +6.9% | +14.4% | -7.5% | -3.0% |
| 1Y | +23.0% | +26.9% | -4.0% | +5.4% |
| 3Y | +216.1% | +119.8% | +96.3% | +99.9% |
| 5Y | +112.2% | +70.5% | +41.8% | +50.7% |
| 10Y | +208.8% | +475.8% | -267.0% | +12.2% |
| All | -39.8% | +2,666.5% | -2,706.3% | -85.5% |
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