+231.7%
RF vs NDAQ
+475.0%
-243.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +4.6% | +16.3% | -11.7% | -4.5% |
| 3M | -8.4% | +15.8% | -24.3% | -16.5% |
| 6M | +8.9% | +24.8% | -16.0% | -6.0% |
| YTD | +8.8% | +14.1% | -5.3% | -1.9% |
| 1Y | +18.9% | +26.5% | -7.6% | +0.2% |
| 3Y | +116.0% | +119.1% | -3.2% | +25.8% |
| 5Y | +46.0% | +70.9% | -24.9% | -2.3% |
| 10Y | +231.7% | +479.7% | -248.0% | -0.1% |
| All | +231.7% | +475.0% | -243.3% | -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