+16.8%
RF vs NDAQ
+25.3%
-8.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | +0.4% | +1.7% | -1.4% | 0.0% |
| 30D | +5.6% | +16.2% | -10.7% | +2.6% |
| 3M | -8.9% | +14.0% | -22.8% | -11.1% |
| 6M | +7.1% | +22.3% | -15.2% | +2.9% |
| YTD | +8.3% | +13.0% | -4.7% | +3.3% |
| 1Y | +16.8% | +24.0% | -7.2% | +5.3% |
| All | +16.8% | +25.3% | -8.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling