+3,602.7%
ON vs NDAQ
+2,666.5%
+936.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | -4.1% | +2.9% | -7.0% | -5.1% |
| 30D | -10.2% | +17.5% | -27.7% | -16.1% |
| 3M | -12.7% | +15.4% | -28.2% | -18.1% |
| 6M | -32.5% | +24.6% | -57.2% | -39.2% |
| YTD | +28.6% | +14.4% | +14.1% | +19.1% |
| 1Y | +43.4% | +26.9% | +16.5% | +27.1% |
| 3Y | +3.3% | +119.8% | -116.5% | -26.9% |
| 5Y | +22.5% | +70.5% | -48.0% | -3.8% |
| 10Y | +535.7% | +475.8% | +59.9% | +217.3% |
| All | +3,602.7% | +2,666.5% | +936.1% | +971.4% |
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