+433,968.9%
NVDA vs JPM
+1,435.9%
+432,533.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | -12.7% | +3.5% | -16.2% | -14.3% |
| 30D | -26.4% | +3.3% | -29.7% | -27.7% |
| 3M | -27.6% | -4.2% | -23.5% | -26.3% |
| 6M | -27.7% | +16.4% | -44.1% | -33.6% |
| YTD | -12.5% | +9.5% | -22.0% | -17.4% |
| 1Y | -12.6% | +14.0% | -26.7% | -19.5% |
| 3Y | +235.9% | +153.1% | +82.9% | +104.5% |
| 5Y | +438.2% | +134.9% | +303.3% | +243.0% |
| 10Y | +7,445.8% | +485.7% | +6,960.1% | +2,820.6% |
| All | +433,968.9% | +1,435.9% | +432,533.0% | +66,486.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling