+163.6%
W vs NDAQ
+728.1%
-564.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +4.4% |
| 7D | -4.2% | -2.4% | -1.7% | -1.9% |
| 30D | -7.6% | +2.5% | -10.0% | -10.1% |
| 3M | +37.2% | +9.9% | +27.2% | +23.0% |
| 6M | +26.3% | +9.4% | +16.9% | +12.5% |
| YTD | -1.0% | +0.4% | -1.4% | -4.6% |
| 1Y | +20.1% | +4.0% | +16.1% | +10.7% |
| 3Y | +37.8% | +94.4% | -56.6% | -33.1% |
| 5Y | -63.7% | +56.7% | -120.4% | -76.9% |
| 10Y | +156.3% | +375.3% | -219.0% | -29.5% |
| All | +163.6% | +728.1% | -564.5% | -46.7% |
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