+137.6%
RF vs NDAQ
+2,327.9%
-2,190.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.9% |
| 7D | +1.3% | -2.4% | +3.8% | +2.6% |
| 30D | -3.6% | +2.5% | -6.1% | -4.9% |
| 3M | +8.1% | +9.9% | -1.8% | +2.1% |
| 6M | +11.5% | +9.4% | +2.0% | +4.9% |
| YTD | +15.6% | +0.4% | +15.2% | +13.0% |
| 1Y | +15.7% | +4.0% | +11.6% | +10.7% |
| 3Y | +86.9% | +94.4% | -7.5% | +27.3% |
| 5Y | +89.8% | +56.7% | +33.1% | +42.3% |
| 10Y | +344.7% | +375.3% | -30.6% | +84.3% |
| All | +137.6% | +2,327.9% | -2,190.3% | -36.2% |
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