+5.8%
NI vs COMP
+25.5%
-19.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +2.0% |
| 7D | +0.4% | +14.5% | -14.1% | +0.4% |
| 30D | +11.3% | +14.9% | -3.6% | +11.2% |
| 3M | +6.5% | -14.2% | +20.7% | +6.2% |
| 6M | -2.3% | +23.7% | -26.0% | -2.8% |
| YTD | +10.8% | +2.1% | +8.7% | +10.3% |
| All | +5.8% | +25.5% | -19.6% | +2.7% |
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 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