+384.8%
NVDA vs BKR
+69.4%
+315.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.4% | -0.2% |
| 7D | -4.3% | -6.7% | +2.4% | -2.3% |
| 30D | +0.5% | -8.3% | +8.9% | +3.2% |
| 3M | +9.1% | -5.4% | +14.5% | +10.6% |
| 6M | +18.5% | +0.8% | +17.7% | +16.7% |
| YTD | +17.4% | +31.8% | -14.5% | +4.2% |
| 1Y | +23.4% | +28.6% | -5.1% | +10.1% |
| All | +384.8% | +69.4% | +315.3% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling