+5,503.4%
NVDA vs FOXA
+90.3%
+5,413.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | +0.8% | +2.3% | -1.5% | -0.3% |
| 3M | +8.2% | -2.8% | +11.0% | +7.6% |
| 6M | +27.1% | +9.6% | +17.5% | +20.4% |
| YTD | +21.2% | -9.9% | +31.1% | +23.1% |
| 1Y | +34.3% | +5.4% | +28.9% | +27.6% |
| 3Y | +396.3% | +115.3% | +281.0% | +250.8% |
| 5Y | +913.8% | +93.1% | +820.7% | +646.5% |
| All | +5,503.4% | +90.3% | +5,413.1% | +3,617.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 all: compounded portfolio wealth divided by compounded FOXA 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…
all analysis · Full analysis span regression · 6 months rolling