+1,257.8%
NVDA vs COMP
-52.0%
+1,309.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.7% | -8.0% | +0.8% |
| 7D | -8.8% | +13.4% | -22.2% | -11.0% |
| 30D | -21.4% | +11.1% | -32.5% | -23.3% |
| 3M | -14.7% | -18.8% | +4.2% | -11.9% |
| 6M | -10.0% | +10.5% | -20.5% | -13.3% |
| YTD | +0.3% | -3.4% | +3.7% | -2.6% |
| 1Y | -0.5% | +19.7% | -20.2% | -7.6% |
| 3Y | +309.2% | +381.6% | -72.4% | +156.9% |
| 5Y | +530.1% | -17.6% | +547.7% | +432.4% |
| All | +1,257.8% | -52.0% | +1,309.8% | +1,090.2% |
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