+251.1%
GOOGL vs NVDL
+2,480.8%
-2,229.6%
-29.8%
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 | -2.8% | -8.7% | +5.9% | -1.7% |
| 30D | -3.2% | -1.3% | -1.9% | -3.5% |
| 3M | -6.6% | +11.4% | -18.0% | -8.8% |
| 6M | +8.5% | +22.9% | -14.4% | +3.5% |
| YTD | +6.5% | +15.4% | -9.0% | +1.8% |
| 1Y | +39.4% | +18.8% | +20.7% | +31.6% |
| 3Y | +146.2% | +641.4% | -495.2% | +54.1% |
| All | +251.1% | +2,480.8% | -2,229.6% | +67.8% |
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 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