+29.4%
NDAQ vs COMP
+23.8%
+5.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.2% | +1.9% |
| 7D | +3.9% | +9.5% | -5.6% | +3.1% |
| 30D | +19.0% | +8.1% | +10.9% | +18.1% |
| 3M | +17.6% | -16.3% | +33.9% | +18.8% |
| 6M | +21.0% | +42.2% | -21.2% | +15.9% |
| YTD | +14.1% | -5.0% | +19.1% | +17.0% |
| 1Y | +29.4% | +20.1% | +9.3% | +32.2% |
| All | +29.4% | +23.8% | +5.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling