+474.2%
NVDA vs COMP
-14.2%
+488.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.4% |
| 7D | -13.2% | +2.2% | -15.4% | -13.6% |
| 30D | -23.2% | +16.3% | -39.6% | -25.7% |
| 3M | -20.0% | -19.1% | -0.9% | -17.4% |
| 6M | -20.6% | +17.1% | -37.8% | -24.5% |
| YTD | -6.6% | -2.9% | -3.7% | -9.5% |
| 1Y | -9.8% | +8.8% | -18.6% | -14.7% |
| 3Y | +260.5% | +423.5% | -163.0% | +119.5% |
| 5Y | +474.2% | -10.5% | +484.7% | +431.5% |
| All | +474.2% | -14.2% | +488.4% | +431.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling