+16.3%
ADP vs NVDX
+833.4%
-817.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -3.5% |
| 7D | -5.5% | +7.3% | -12.8% | -5.5% |
| 30D | -1.2% | -0.9% | -0.3% | -1.2% |
| 3M | +17.9% | +8.4% | +9.5% | +17.8% |
| 6M | +20.3% | +38.2% | -17.8% | +19.7% |
| YTD | +5.8% | +19.3% | -13.4% | +5.5% |
| 1Y | -7.7% | +33.3% | -41.0% | -8.5% |
| All | +16.3% | +833.4% | -817.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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