+309.2%
NVDA vs CAPR
+214.7%
+94.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.7% |
| 7D | -8.8% | +41.1% | -49.9% | -9.0% |
| 30D | -21.4% | +11.1% | -32.5% | -21.5% |
| 3M | -14.7% | +115.3% | -130.0% | -15.3% |
| 6M | -10.0% | -73.8% | +63.8% | -9.6% |
| YTD | +0.3% | -68.8% | +69.1% | +0.6% |
| 1Y | -0.5% | +43.3% | -43.8% | -2.2% |
| 3Y | +309.2% | +214.7% | +94.5% | +296.2% |
| All | +309.2% | +214.7% | +94.5% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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