-28.3%
DOW vs NDAQ
+69.3%
-97.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +15.7% | +16.3% | -0.6% | +11.0% |
| 3M | +5.3% | +15.8% | -10.5% | +0.9% |
| 6M | -14.2% | +24.8% | -39.0% | -20.0% |
| YTD | +43.9% | +14.1% | +29.8% | +37.6% |
| 1Y | +53.1% | +26.5% | +26.5% | +40.5% |
| 3Y | -21.8% | +119.1% | -141.0% | -42.7% |
| 5Y | -28.3% | +70.9% | -99.3% | -44.1% |
| All | -28.3% | +69.3% | -97.7% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling