-10.8%
DOW vs NDAQ
+283.8%
-294.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.2% |
| 7D | -2.4% | -2.4% | +0.1% | -1.3% |
| 30D | +0.4% | +2.5% | -2.1% | -0.9% |
| 3M | -14.4% | +9.9% | -24.3% | -18.9% |
| 6M | -7.0% | +9.4% | -16.4% | -12.4% |
| YTD | +30.2% | +0.4% | +29.8% | +27.2% |
| 1Y | +29.2% | +4.0% | +25.2% | +23.6% |
| 3Y | -36.7% | +94.4% | -131.1% | -58.6% |
| 5Y | -37.7% | +56.7% | -94.4% | -55.1% |
| All | -10.8% | +283.8% | -294.6% | -70.2% |
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