+449.3%
NVDA vs DD
+67.6%
+381.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.0% |
| 7D | -8.5% | +6.7% | -15.2% | -12.4% |
| 30D | -27.3% | +19.4% | -46.7% | -35.2% |
| 3M | -25.8% | +7.6% | -33.4% | -29.5% |
| 6M | -24.6% | +2.9% | -27.4% | -26.6% |
| YTD | -10.7% | +29.9% | -40.6% | -26.8% |
| 1Y | -14.0% | +28.6% | -42.7% | -29.3% |
| 3Y | +244.9% | +90.0% | +154.9% | +94.2% |
| 5Y | +449.3% | +68.1% | +381.1% | +252.6% |
| All | +449.3% | +67.6% | +381.7% | +252.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling