+68.1%
COST vs NDAQ
+90.0%
-21.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -2.8% | -1.6% | -1.2% | -2.5% |
| 30D | -5.3% | -1.5% | -3.8% | -5.0% |
| 3M | -6.7% | +8.0% | -14.7% | -8.2% |
| 6M | -9.9% | +7.7% | -17.7% | -11.6% |
| YTD | +5.1% | -2.3% | +7.5% | +5.7% |
| 1Y | -7.3% | +0.6% | -7.8% | -7.7% |
| All | +68.1% | +90.0% | -21.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling