+242.8%
NVDA vs DD
+89.9%
+152.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.1% |
| 7D | -8.5% | +6.7% | -15.2% | -10.9% |
| 30D | -27.3% | +19.4% | -46.7% | -32.1% |
| 3M | -25.8% | +7.6% | -33.4% | -27.9% |
| 6M | -24.6% | +2.9% | -27.4% | -25.7% |
| YTD | -10.7% | +29.9% | -40.6% | -20.2% |
| 1Y | -14.0% | +28.6% | -42.7% | -23.0% |
| All | +242.8% | +89.9% | +152.9% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling