+106.9%
NDAQ vs COMP
-47.7%
+154.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +2.5% | -13.3% | +15.8% | +3.6% |
| 3M | +9.9% | +41.1% | -31.2% | +6.3% |
| 6M | +9.4% | +17.2% | -7.7% | +6.8% |
| YTD | +0.4% | +5.2% | -4.8% | -1.3% |
| 1Y | +4.0% | +18.9% | -14.9% | +0.8% |
| 3Y | +94.4% | +215.9% | -121.5% | +67.1% |
| 5Y | +56.7% | -31.2% | +87.9% | +42.9% |
| All | +106.9% | -47.7% | +154.6% | +88.7% |
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