+121.0%
NI vs COMP
-52.0%
+173.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -1.1% |
| 7D | -0.9% | +13.4% | -14.4% | -1.5% |
| 30D | +9.6% | +11.1% | -1.5% | +9.0% |
| 3M | +2.5% | -18.8% | +21.3% | +3.2% |
| 6M | -5.8% | +10.5% | -16.3% | -6.7% |
| YTD | +8.6% | -3.4% | +12.0% | +7.7% |
| 1Y | +6.0% | +19.7% | -13.7% | +4.0% |
| 3Y | +91.0% | +381.6% | -290.6% | +71.5% |
| 5Y | +104.8% | -17.6% | +122.4% | +81.1% |
| All | +121.0% | -52.0% | +173.0% | +96.3% |
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