-8.1%
DT vs NDAQ
+122.6%
-130.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -24.7% | +0.8% | -25.5% | -24.9% |
| 30D | -27.4% | +16.5% | -43.9% | -33.4% |
| 3M | -11.1% | +13.5% | -24.6% | -17.2% |
| 6M | +13.7% | +20.9% | -7.2% | +1.5% |
| YTD | +0.2% | +11.4% | -11.2% | -6.2% |
| 1Y | -5.7% | +25.9% | -31.6% | -17.7% |
| 3Y | -8.1% | +119.9% | -128.0% | -40.8% |
| All | -8.1% | +122.6% | -130.7% | -40.8% |
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