+25.9%
NDAQ vs COMP
+16.2%
+9.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.5% | -0.7% |
| 7D | +0.8% | +13.4% | -12.6% | -0.3% |
| 30D | +16.5% | +11.1% | +5.4% | +15.2% |
| 3M | +13.5% | -18.8% | +32.3% | +15.0% |
| 6M | +20.9% | +10.5% | +10.4% | +19.2% |
| YTD | +11.4% | -3.4% | +14.8% | +14.1% |
| 1Y | +25.9% | +19.7% | +6.2% | +28.4% |
| All | +25.9% | +16.2% | +9.8% | +28.4% |
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