+232.4%
RF vs NDAQ
+476.8%
-244.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.6% |
| 7D | +0.3% | +2.9% | -2.5% | -1.3% |
| 30D | +6.2% | +17.5% | -11.3% | -3.7% |
| 3M | -7.8% | +15.4% | -23.3% | -15.8% |
| 6M | +5.9% | +24.6% | -18.7% | -8.4% |
| YTD | +9.0% | +14.4% | -5.4% | -1.9% |
| 1Y | +19.3% | +26.9% | -7.7% | +0.3% |
| 3Y | +116.4% | +119.8% | -3.4% | +25.9% |
| 5Y | +46.0% | +70.5% | -24.5% | -2.1% |
| All | +232.4% | +476.8% | -244.4% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling