-39.0%
U vs NDAQ
+151.5%
-190.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +1.1% |
| 7D | -3.8% | -2.4% | -1.4% | -1.1% |
| 30D | +17.5% | +2.5% | +15.0% | +14.2% |
| 3M | +38.7% | +9.9% | +28.8% | +23.1% |
| 6M | +104.4% | +9.4% | +95.0% | +81.3% |
| YTD | -5.7% | +0.4% | -6.1% | -6.8% |
| 1Y | +3.7% | +4.0% | -0.4% | -2.3% |
| 3Y | +12.3% | +94.4% | -82.1% | -52.7% |
| 5Y | -68.8% | +56.7% | -125.5% | -83.3% |
| All | -39.0% | +151.5% | -190.6% | -77.1% |
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