+14,546.7%
NVDA vs COST
+611.6%
+13,935.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -5.1% | -1.2% | -3.9% | -4.2% |
| 30D | -2.5% | -4.7% | +2.2% | +0.8% |
| 3M | +6.7% | -7.1% | +13.8% | +11.7% |
| 6M | +17.6% | -8.5% | +26.1% | +23.2% |
| YTD | +17.3% | +5.4% | +11.9% | +7.5% |
| 1Y | +23.5% | -5.6% | +29.1% | +23.6% |
| 3Y | +384.6% | +68.5% | +316.1% | +175.3% |
| 5Y | +875.4% | +105.2% | +770.2% | +368.1% |
| All | +14,546.7% | +611.6% | +13,935.1% | +2,973.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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