+248.0%
GOOG vs NVDL
+2,480.8%
-2,232.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.2% |
| 7D | -2.5% | -8.7% | +6.2% | -1.4% |
| 30D | -3.6% | -1.3% | -2.3% | -3.9% |
| 3M | -6.4% | +11.4% | -17.8% | -8.6% |
| 6M | +7.8% | +22.9% | -15.1% | +2.9% |
| YTD | +5.5% | +15.4% | -9.9% | +0.9% |
| 1Y | +38.3% | +18.8% | +19.5% | +30.5% |
| 3Y | +143.1% | +641.4% | -498.3% | +51.2% |
| All | +248.0% | +2,480.8% | -2,232.8% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling