+105.8%
NI vs COMP
-47.7%
+153.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | +2.0% | +1.4% | +0.7% | +2.0% |
| 30D | -3.5% | -13.3% | +9.8% | -3.0% |
| 3M | -9.1% | +41.1% | -50.2% | -10.8% |
| 6M | -11.8% | +17.2% | -29.0% | -13.0% |
| YTD | +1.1% | +5.2% | -4.1% | +0.1% |
| 1Y | +6.7% | +18.9% | -12.2% | +4.7% |
| 3Y | +71.1% | +215.9% | -144.8% | +56.6% |
| 5Y | +94.3% | -31.2% | +125.5% | +70.6% |
| All | +105.8% | -47.7% | +153.5% | +82.3% |
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