+934.5%
NVDA vs BROS
+43.3%
+891.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +5.9% | -6.7% | +12.6% | +7.5% |
| 30D | +5.1% | -29.1% | +34.2% | +13.1% |
| 3M | +5.4% | -16.7% | +22.1% | +8.4% |
| 6M | +26.0% | -11.6% | +37.6% | +26.8% |
| YTD | +23.7% | -23.9% | +47.6% | +28.4% |
| 1Y | +34.4% | -34.8% | +69.2% | +43.9% |
| 3Y | +375.8% | +62.1% | +313.7% | +282.0% |
| All | +934.5% | +43.3% | +891.2% | +810.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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