-28.1%
DT vs NDAQ
+55.5%
-83.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.7% |
| 7D | -4.9% | -2.6% | -2.3% | -3.0% |
| 30D | +2.7% | +0.5% | +2.2% | +2.5% |
| 3M | +20.0% | +9.9% | +10.1% | +11.4% |
| 6M | +28.0% | +8.2% | +19.8% | +20.1% |
| YTD | +16.0% | -1.5% | +17.5% | +16.4% |
| 1Y | +0.7% | +1.3% | -0.6% | -1.4% |
| 3Y | +6.2% | +92.6% | -86.4% | -39.5% |
| 5Y | -28.1% | +53.8% | -82.0% | -51.9% |
| All | -28.1% | +55.5% | -83.6% | -51.9% |
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