+158.9%
JPM vs NVDX
+815.5%
-656.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -1.4% | +3.0% | -4.4% | -1.8% |
| 3M | +13.9% | +6.8% | +7.2% | +12.9% |
| 6M | +23.5% | +28.6% | -5.1% | +20.2% |
| YTD | +11.6% | +17.0% | -5.4% | +9.0% |
| 1Y | +21.4% | +27.0% | -5.6% | +17.3% |
| All | +158.9% | +815.5% | -656.7% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling