+25.9%
NDAQ vs PL
-3.5%
+29.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | +0.1% |
| 7D | +0.8% | -6.8% | +7.7% | +0.9% |
| 30D | +16.5% | -29.3% | +45.8% | +17.2% |
| 3M | +13.5% | -44.8% | +58.3% | +14.7% |
| 6M | +20.9% | -68.4% | +89.3% | +24.2% |
| YTD | +11.4% | -36.4% | +47.8% | +7.8% |
| 1Y | +25.9% | +0.7% | +25.2% | +17.1% |
| All | +25.9% | -3.5% | +29.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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