+1,128.7%
NVDA vs COMP
-53.0%
+1,181.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.4% | +1.9% | -4.1% |
| 7D | -18.3% | +7.2% | -25.5% | -19.5% |
| 30D | -26.3% | +6.4% | -32.7% | -27.5% |
| 3M | -22.3% | -19.4% | -2.8% | -19.7% |
| 6M | -21.3% | +14.6% | -35.9% | -24.8% |
| YTD | -9.2% | -5.5% | -3.7% | -11.5% |
| 1Y | -14.9% | +13.7% | -28.6% | -20.3% |
| 3Y | +250.5% | +409.7% | -159.2% | +116.9% |
| 5Y | +475.8% | -17.0% | +492.9% | +385.8% |
| All | +1,128.7% | -53.0% | +1,181.7% | +980.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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