-20.6%
NVDA vs BP
+5.2%
-25.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.9% |
| 7D | -13.2% | -0.8% | -12.4% | -13.2% |
| 30D | -23.2% | -3.1% | -20.1% | -23.4% |
| 3M | -20.0% | +6.2% | -26.2% | -19.5% |
| 6M | -20.6% | +4.8% | -25.4% | -19.0% |
| All | -20.6% | +5.2% | -25.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 6mo: compounded portfolio wealth divided by compounded BP 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…
6mo analysis · Full analysis span regression · 6 months rolling