+26.5%
NDAQ vs COMP
+16.3%
+10.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.3% |
| 6M | +24.8% | +17.1% | +7.7% | +22.2% |
| YTD | +14.1% | -2.9% | +17.0% | +16.8% |
| 1Y | +26.5% | +8.8% | +17.7% | +29.2% |
| All | +26.5% | +16.3% | +10.2% | +29.2% |
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