+117.6%
DT vs NDAQ
+234.1%
-116.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.3% |
| 7D | -3.3% | -2.4% | -0.9% | -1.5% |
| 30D | +2.0% | +2.5% | -0.4% | +0.4% |
| 3M | +20.0% | +9.9% | +10.1% | +11.5% |
| 6M | +39.3% | +9.4% | +29.9% | +29.5% |
| YTD | +19.8% | +0.4% | +19.3% | +18.3% |
| 1Y | +4.3% | +4.0% | +0.2% | -0.1% |
| 3Y | +7.7% | +94.4% | -86.7% | -36.9% |
| 5Y | -26.8% | +56.7% | -83.6% | -49.9% |
| All | +117.6% | +234.1% | -116.5% | -14.9% |
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 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