+396.0%
NVDA vs JPM
+161.8%
+234.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +2.8% | -1.4% | +4.2% | +3.5% |
| 3M | +7.4% | +13.9% | -6.5% | +0.1% |
| 6M | +22.6% | +23.5% | -0.9% | +8.9% |
| YTD | +20.1% | +11.6% | +8.4% | +12.3% |
| 1Y | +31.2% | +21.4% | +9.8% | +16.4% |
| All | +396.0% | +161.8% | +234.2% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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