-24.7%
U vs NDAQ
+179.0%
-203.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.2% |
| 7D | +36.6% | +0.8% | +35.7% | +34.7% |
| 30D | +13.3% | +16.5% | -3.2% | -5.7% |
| 3M | +26.2% | +13.5% | +12.7% | +7.8% |
| 6M | +88.7% | +20.9% | +67.8% | +48.2% |
| YTD | +16.6% | +11.4% | +5.2% | +1.1% |
| 1Y | +29.0% | +25.9% | +3.0% | -3.7% |
| 3Y | +99.5% | +119.9% | -20.4% | -27.2% |
| 5Y | -66.1% | +61.7% | -127.9% | -83.2% |
| All | -24.7% | +179.0% | -203.7% | -75.2% |
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