-34.8%
DOW vs NDAQ
+95.4%
-130.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.6% |
| 7D | -2.4% | -2.4% | +0.1% | -1.9% |
| 30D | +0.4% | +2.5% | -2.1% | -0.2% |
| 3M | -14.4% | +9.9% | -24.3% | -16.5% |
| 6M | -7.0% | +9.4% | -16.4% | -9.3% |
| YTD | +30.2% | +0.4% | +29.8% | +30.5% |
| 1Y | +29.2% | +4.0% | +25.2% | +27.3% |
| All | -34.8% | +95.4% | -130.3% | -49.4% |
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