+7,836.4%
NVDA vs ALL
+377.9%
+7,458.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -12.7% | +5.0% | -17.8% | -14.0% |
| 30D | -26.4% | +13.3% | -39.7% | -29.3% |
| 3M | -27.6% | +3.2% | -30.8% | -28.7% |
| 6M | -27.7% | +25.3% | -53.1% | -33.8% |
| YTD | -12.5% | +30.5% | -42.9% | -21.7% |
| 1Y | -12.6% | +29.2% | -41.8% | -21.6% |
| 3Y | +235.9% | +119.1% | +116.8% | +129.8% |
| 5Y | +438.2% | +162.6% | +275.6% | +223.2% |
| All | +7,836.4% | +377.9% | +7,458.5% | +3,577.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling