+1,115.8%
O vs NDAQ
+2,666.5%
-1,550.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +3.5% | +2.9% | +0.7% | +2.6% |
| 30D | +10.4% | +17.5% | -7.1% | +4.7% |
| 3M | -2.4% | +15.4% | -17.9% | -7.1% |
| 6M | -1.2% | +24.6% | -25.8% | -8.6% |
| YTD | +10.4% | +14.4% | -4.0% | +4.2% |
| 1Y | +11.4% | +26.9% | -15.5% | +1.5% |
| 3Y | +40.4% | +119.8% | -79.4% | +5.3% |
| 5Y | +12.1% | +70.5% | -58.4% | -9.8% |
| 10Y | +82.7% | +475.8% | -393.1% | -1.6% |
| All | +1,115.8% | +2,666.5% | -1,550.7% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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