+14,546.7%
NVDA vs BR
+189.7%
+14,357.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -5.1% | -3.0% | -2.2% | -3.1% |
| 30D | -2.5% | -0.3% | -2.2% | -2.7% |
| 3M | +6.7% | +17.3% | -10.6% | -6.9% |
| 6M | +17.6% | -6.7% | +24.3% | +20.5% |
| YTD | +17.3% | -23.4% | +40.8% | +37.6% |
| 1Y | +23.5% | -32.7% | +56.2% | +59.7% |
| 3Y | +384.6% | -5.9% | +390.5% | +354.7% |
| 5Y | +875.4% | +8.4% | +867.0% | +698.6% |
| All | +14,546.7% | +189.7% | +14,357.0% | +4,544.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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