+3,545.1%
COST vs NDAQ
+2,327.9%
+1,217.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.7% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -2.8% | +2.5% | -5.2% | -3.3% |
| 3M | -5.7% | +9.9% | -15.6% | -7.7% |
| 6M | -8.8% | +9.4% | -18.2% | -10.8% |
| YTD | +6.7% | +0.4% | +6.2% | +5.8% |
| 1Y | -3.6% | +4.0% | -7.7% | -5.2% |
| 3Y | +75.1% | +94.4% | -19.3% | +50.8% |
| 5Y | +108.9% | +56.7% | +52.2% | +87.1% |
| 10Y | +586.2% | +375.3% | +210.9% | +397.5% |
| All | +3,545.1% | +2,327.9% | +1,217.2% | +2,034.2% |
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