+128.9%
NDAQ vs COMP
-56.6%
+185.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.2% | +5.6% | -1.9% |
| 7D | +1.2% | -1.8% | +3.0% | +1.3% |
| 30D | +15.8% | -0.8% | +16.5% | +15.7% |
| 3M | +13.4% | -28.1% | +41.5% | +16.3% |
| 6M | +20.9% | +27.0% | -6.1% | +17.2% |
| YTD | +11.1% | -12.8% | +23.9% | +10.8% |
| 1Y | +26.5% | +4.9% | +21.6% | +24.0% |
| 3Y | +121.5% | +321.0% | -199.5% | +85.3% |
| 5Y | +61.3% | -25.6% | +86.9% | +46.9% |
| All | +128.9% | -56.6% | +185.6% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling