+11.9%
IR vs NDAQ
+94.9%
-83.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +2.0% |
| 7D | -2.8% | -2.4% | -0.4% | -1.9% |
| 30D | -15.1% | +2.5% | -17.6% | -16.0% |
| 3M | +6.1% | +9.9% | -3.9% | +2.2% |
| 6M | -16.8% | +9.4% | -26.2% | -20.1% |
| YTD | -3.5% | +0.4% | -4.0% | -4.1% |
| 1Y | -3.5% | +4.0% | -7.5% | -6.1% |
| All | +11.9% | +94.9% | -83.0% | -14.6% |
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