+7,836.4%
NVDA vs COO
+41.1%
+7,795.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | -12.7% | +0.5% | -13.2% | -13.0% |
| 30D | -26.4% | +14.2% | -40.6% | -31.7% |
| 3M | -27.6% | -18.2% | -9.4% | -21.0% |
| 6M | -27.7% | +5.3% | -33.1% | -32.6% |
| YTD | -12.5% | -23.6% | +11.1% | -2.3% |
| 1Y | -12.6% | -12.7% | 0.0% | -10.4% |
| 3Y | +235.9% | -24.2% | +260.1% | +240.2% |
| 5Y | +438.2% | -40.0% | +478.2% | +543.2% |
| All | +7,836.4% | +41.1% | +7,795.4% | +5,370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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