+581,741.6%
NVDA vs BRO
+3,909.6%
+577,832.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.1% | -7.3% | +2.2% | -1.2% |
| 30D | -2.5% | -6.9% | +4.4% | +0.8% |
| 3M | +6.7% | +10.7% | -4.0% | -1.3% |
| 6M | +17.6% | -2.7% | +20.3% | +15.6% |
| YTD | +17.3% | -16.3% | +33.6% | +24.0% |
| 1Y | +23.5% | -29.1% | +52.6% | +41.6% |
| 3Y | +384.6% | -7.8% | +392.5% | +357.7% |
| 5Y | +875.4% | +18.7% | +856.7% | +696.6% |
| 10Y | +14,849.4% | +291.9% | +14,557.5% | +6,304.6% |
| All | +581,741.6% | +3,909.6% | +577,832.1% | +141,791.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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