+235.9%
NVDA vs META
+98.6%
+137.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -3.4% |
| 7D | -12.7% | +5.2% | -17.9% | -15.2% |
| 30D | -26.4% | -13.0% | -13.4% | -21.3% |
| 3M | -27.6% | +7.9% | -35.6% | -31.7% |
| 6M | -27.7% | +4.2% | -32.0% | -31.7% |
| YTD | -12.5% | -2.5% | -9.9% | -14.8% |
| 1Y | -12.6% | +5.6% | -18.2% | -19.5% |
| 3Y | +235.9% | +96.8% | +139.1% | +110.0% |
| All | +235.9% | +98.6% | +137.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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