+7,836.4%
NVDA vs DD
+97.1%
+7,739.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -12.7% | +5.0% | -17.7% | -15.3% |
| 30D | -26.4% | +19.7% | -46.1% | -33.5% |
| 3M | -27.6% | +7.2% | -34.8% | -30.6% |
| 6M | -27.7% | +1.0% | -28.8% | -28.7% |
| YTD | -12.5% | +29.1% | -41.6% | -25.6% |
| 1Y | -12.6% | +28.5% | -41.1% | -25.7% |
| 3Y | +235.9% | +89.4% | +146.5% | +118.7% |
| 5Y | +438.2% | +67.1% | +371.1% | +277.2% |
| All | +7,836.4% | +97.1% | +7,739.3% | +5,274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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