+250.5%
NVDA vs COMP
+423.0%
-172.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.4% | +1.9% | -4.7% |
| 7D | -18.3% | +7.2% | -25.5% | -18.9% |
| 30D | -26.3% | +6.4% | -32.7% | -27.0% |
| 3M | -22.3% | -19.4% | -2.8% | -20.8% |
| 6M | -21.3% | +14.6% | -35.9% | -23.2% |
| YTD | -9.2% | -5.5% | -3.7% | -10.8% |
| 1Y | -14.9% | +13.7% | -28.6% | -17.9% |
| 3Y | +250.5% | +409.7% | -159.2% | +219.5% |
| All | +250.5% | +423.0% | -172.6% | +219.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling