+119.6%
RF vs NDAQ
+117.2%
+2.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.6% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +7.0% | +15.9% | -8.8% | +0.4% |
| 3M | -7.0% | +15.1% | -22.1% | -12.7% |
| 6M | +6.8% | +22.9% | -16.1% | -3.2% |
| YTD | +9.9% | +12.8% | -2.9% | +3.3% |
| 1Y | +21.1% | +26.0% | -4.9% | +6.2% |
| 3Y | +119.6% | +119.7% | -0.1% | +41.5% |
| All | +119.6% | +117.2% | +2.4% | +41.5% |
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