+7,836.4%
NVDA vs COP
+342.2%
+7,494.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.5% |
| 7D | -12.7% | +4.4% | -17.2% | -13.9% |
| 30D | -26.4% | 0.0% | -26.4% | -26.5% |
| 3M | -27.6% | +15.0% | -42.7% | -31.0% |
| 6M | -27.7% | +22.0% | -49.7% | -32.7% |
| YTD | -12.5% | +55.3% | -67.8% | -25.5% |
| 1Y | -12.6% | +64.1% | -76.8% | -27.2% |
| 3Y | +235.9% | +34.1% | +201.9% | +192.7% |
| 5Y | +438.2% | +133.4% | +304.9% | +273.4% |
| All | +7,836.4% | +342.2% | +7,494.2% | +4,483.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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