+3,267.6%
ON vs NDAQ
+2,593.6%
+674.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -11.7% | +0.8% | -12.5% | -11.9% |
| 30D | -23.3% | +16.5% | -39.8% | -28.1% |
| 3M | -19.2% | +13.5% | -32.7% | -23.6% |
| 6M | -40.1% | +20.9% | -61.1% | -45.4% |
| YTD | +16.9% | +11.4% | +5.5% | +9.4% |
| 1Y | +29.7% | +25.9% | +3.8% | +15.3% |
| 3Y | -4.4% | +119.9% | -124.3% | -32.4% |
| 5Y | +7.1% | +61.7% | -54.7% | -14.2% |
| 10Y | +447.2% | +481.6% | -34.4% | +172.4% |
| All | +3,267.6% | +2,593.6% | +674.0% | +884.7% |
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