+135.1%
NDAQ vs COMP
-51.7%
+186.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | +16.3% | +16.3% | 0.0% | +14.6% |
| 3M | +15.8% | -19.1% | +35.0% | +17.5% |
| 6M | +24.8% | +17.1% | +7.7% | +22.1% |
| YTD | +14.1% | -2.9% | +17.0% | +12.6% |
| 1Y | +26.5% | +8.8% | +17.7% | +23.5% |
| 3Y | +119.1% | +423.5% | -304.3% | +79.7% |
| 5Y | +70.9% | -10.5% | +81.4% | +53.2% |
| All | +135.1% | -51.7% | +186.8% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling