+88.3%
RF vs NDAQ
+94.9%
-6.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.8% |
| 7D | +1.3% | -2.4% | +3.8% | +2.4% |
| 30D | -3.6% | +2.5% | -6.1% | -4.7% |
| 3M | +8.1% | +9.9% | -1.8% | +3.1% |
| 6M | +11.5% | +9.4% | +2.0% | +5.9% |
| YTD | +15.6% | +0.4% | +15.2% | +14.3% |
| 1Y | +15.7% | +4.0% | +11.6% | +11.6% |
| All | +88.3% | +94.9% | -6.6% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling