-10.2%
DOW vs NDAQ
+264.5%
-274.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.9% |
| 7D | -2.4% | -6.8% | +4.4% | +0.9% |
| 30D | -4.1% | -3.2% | -0.9% | -2.8% |
| 3M | -12.4% | +6.5% | -18.9% | -15.9% |
| 6M | -10.6% | +5.7% | -16.4% | -14.6% |
| YTD | +31.1% | -4.6% | +35.7% | +31.1% |
| 1Y | +30.5% | -1.6% | +32.1% | +28.1% |
| 3Y | -34.4% | +86.4% | -120.8% | -56.4% |
| 5Y | -35.5% | +50.3% | -85.8% | -52.7% |
| All | -10.2% | +264.5% | -274.7% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling