+160.0%
JPM vs NVDX
+772.1%
-612.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.7% | -10.2% | +9.5% | 0.0% |
| 30D | -2.5% | -7.3% | +4.9% | -2.2% |
| 3M | +14.1% | +5.5% | +8.6% | +13.2% |
| 6M | +25.1% | +18.3% | +6.8% | +22.4% |
| YTD | +12.1% | +11.4% | +0.7% | +9.8% |
| 1Y | +18.8% | +12.7% | +6.1% | +15.7% |
| All | +160.0% | +772.1% | -612.1% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling