+325.3%
IR vs NDAQ
+456.2%
-131.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +3.7% | +0.8% | +2.8% | +3.2% |
| 30D | +7.4% | +16.5% | -9.1% | -1.2% |
| 3M | -5.9% | +13.5% | -19.4% | -12.5% |
| 6M | +5.6% | +20.9% | -15.4% | -5.7% |
| YTD | +4.8% | +11.4% | -6.6% | -3.3% |
| 1Y | +6.9% | +25.9% | -19.0% | -8.0% |
| 3Y | +27.6% | +119.9% | -92.3% | -21.2% |
| 5Y | +45.8% | +61.7% | -15.9% | +5.7% |
| All | +325.3% | +456.2% | -131.0% | +60.8% |
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 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