+145.8%
GOOG vs NVDL
+625.2%
-479.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | -10.3% | +10.4% | +1.3% |
| 30D | -2.0% | -7.1% | +5.2% | -1.5% |
| 3M | -5.9% | +6.6% | -12.4% | -7.5% |
| 6M | +8.9% | +21.1% | -12.2% | +4.3% |
| YTD | +7.1% | +15.2% | -8.1% | +2.7% |
| 1Y | +39.7% | +18.8% | +20.9% | +32.2% |
| 3Y | +145.8% | +649.9% | -504.1% | +39.0% |
| All | +145.8% | +625.2% | -479.3% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 3y: compounded portfolio wealth divided by compounded NVDL 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…
3y analysis · Full analysis span regression · 6 months rolling