+52.6%
MSFT vs NVDX
+833.4%
-780.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -0.7% |
| 7D | -1.4% | +7.3% | -8.7% | -2.3% |
| 30D | -1.0% | -0.9% | -0.1% | -1.3% |
| 3M | +20.2% | +8.4% | +11.8% | +17.8% |
| 6M | +21.3% | +38.2% | -16.9% | +14.5% |
| YTD | +2.8% | +19.3% | -16.5% | -1.7% |
| 1Y | 0.0% | +33.3% | -33.3% | -6.5% |
| All | +52.6% | +833.4% | -780.8% | +0.8% |
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