+291.3%
IR vs NDAQ
+401.4%
-110.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +2.2% |
| 7D | -2.8% | -2.4% | -0.4% | -1.6% |
| 30D | -15.1% | +2.5% | -17.6% | -16.3% |
| 3M | +6.1% | +9.9% | -3.9% | +0.2% |
| 6M | -16.8% | +9.4% | -26.2% | -21.7% |
| YTD | -3.5% | +0.4% | -4.0% | -5.6% |
| 1Y | -3.5% | +4.0% | -7.5% | -7.7% |
| 3Y | +9.5% | +94.4% | -84.9% | -27.6% |
| 5Y | +45.1% | +56.7% | -11.6% | +7.0% |
| All | +291.3% | +401.4% | -110.1% | +57.0% |
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