+4.4%
GOOGL vs NVDL
-23.5%
+27.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.1% | +9.3% | +3.8% |
| 7D | -11.1% | -14.0% | +3.0% | -9.7% |
| 30D | -16.6% | -31.2% | +14.6% | -13.6% |
| 3M | -23.4% | -15.5% | -7.9% | -22.7% |
| 6M | -24.5% | -10.3% | -14.2% | -25.0% |
| YTD | -7.5% | -5.8% | -1.7% | -10.0% |
| 1Y | +4.4% | -20.1% | +24.5% | +3.8% |
| All | +4.4% | -23.5% | +27.8% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling