+121.2%
RF vs NDAQ
+2,593.6%
-2,472.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -0.9% | +0.8% | -1.7% | -1.4% |
| 30D | +6.0% | +16.5% | -10.5% | -2.4% |
| 3M | -8.9% | +13.5% | -22.4% | -15.2% |
| 6M | +2.3% | +20.9% | -18.6% | -8.6% |
| YTD | +7.6% | +11.4% | -3.8% | -0.8% |
| 1Y | +21.2% | +25.9% | -4.8% | +4.6% |
| 3Y | +108.5% | +119.9% | -11.3% | +32.7% |
| 5Y | +43.2% | +61.7% | -18.5% | +5.6% |
| 10Y | +288.1% | +481.6% | -193.5% | +44.4% |
| All | +121.2% | +2,593.6% | -2,472.4% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling