+196.2%
W vs NDAQ
+818.7%
-622.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -3.6% | +0.8% | -4.4% | -4.1% |
| 30D | +7.0% | +16.5% | -9.6% | -8.2% |
| 3M | +7.4% | +13.5% | -6.1% | -6.0% |
| 6M | +69.3% | +20.9% | +48.4% | +36.7% |
| YTD | +11.3% | +11.4% | -0.1% | -3.7% |
| 1Y | +13.2% | +25.9% | -12.7% | -13.6% |
| 3Y | +142.0% | +119.9% | +22.2% | +4.3% |
| 5Y | -54.6% | +61.7% | -116.4% | -72.3% |
| 10Y | +243.7% | +481.6% | -237.9% | -19.2% |
| All | +196.2% | +818.7% | -622.5% | -46.2% |
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