+4,309.8%
COST vs NDAQ
+2,627.5%
+1,682.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +5.0% | +1.3% | +3.7% | +4.7% |
| 30D | +12.8% | +18.0% | -5.1% | +9.0% |
| 3M | +15.2% | +11.5% | +3.7% | +12.5% |
| 6M | +7.4% | +21.1% | -13.7% | +2.9% |
| YTD | +29.0% | +12.8% | +16.2% | +24.9% |
| 1Y | +20.3% | +25.7% | -5.4% | +13.8% |
| 3Y | +99.0% | +116.8% | -17.8% | +67.5% |
| 5Y | +125.7% | +67.3% | +58.4% | +99.2% |
| 10Y | +775.3% | +473.3% | +302.0% | +511.9% |
| All | +4,309.8% | +2,627.5% | +1,682.2% | +2,418.7% |
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 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