+1,574.0%
NVDA vs COMP
-47.7%
+1,621.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +5.9% | +1.4% | +4.5% | +5.6% |
| 30D | +5.1% | -13.3% | +18.4% | +7.8% |
| 3M | +5.4% | +41.1% | -35.8% | -2.3% |
| 6M | +26.0% | +17.2% | +8.8% | +19.5% |
| YTD | +23.7% | +5.2% | +18.5% | +18.8% |
| 1Y | +34.4% | +18.9% | +15.4% | +24.7% |
| 3Y | +375.8% | +215.9% | +159.9% | +231.7% |
| 5Y | +911.8% | -31.2% | +942.9% | +779.1% |
| All | +1,574.0% | -47.7% | +1,621.7% | +1,351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling