+14,546.7%
NVDA vs NSC
+332.1%
+14,214.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -5.1% | -2.8% | -2.3% | -3.6% |
| 30D | -2.5% | -4.5% | +2.0% | -0.2% |
| 3M | +6.7% | +3.5% | +3.1% | +3.8% |
| 6M | +17.6% | +8.5% | +9.1% | +10.5% |
| YTD | +17.3% | +12.3% | +5.0% | +7.6% |
| 1Y | +23.5% | +18.9% | +4.6% | +9.3% |
| 3Y | +384.6% | +74.1% | +310.5% | +219.4% |
| 5Y | +875.4% | +43.9% | +831.5% | +633.2% |
| All | +14,546.7% | +332.1% | +14,214.6% | +5,974.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling