+121.9%
RF vs NDAQ
+2,586.3%
-2,464.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.8% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | +5.0% | +15.8% | -10.8% | -3.0% |
| 3M | -10.0% | +13.4% | -23.3% | -16.1% |
| 6M | +3.3% | +20.9% | -17.5% | -7.7% |
| YTD | +7.9% | +11.1% | -3.2% | -0.3% |
| 1Y | +21.2% | +26.5% | -5.3% | +4.4% |
| 3Y | +105.8% | +121.5% | -15.7% | +30.4% |
| 5Y | +43.7% | +61.3% | -17.6% | +6.1% |
| 10Y | +289.4% | +480.0% | -190.6% | +45.1% |
| All | +121.9% | +2,586.3% | -2,464.4% | -43.7% |
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