+384.6%
NVDA vs NSC
+73.4%
+311.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -5.1% | -2.8% | -2.3% | -4.6% |
| 30D | -2.5% | -4.5% | +2.0% | -1.7% |
| 3M | +6.7% | +3.5% | +3.1% | +5.5% |
| 6M | +17.6% | +8.5% | +9.1% | +14.7% |
| YTD | +17.3% | +12.3% | +5.0% | +13.3% |
| 1Y | +23.5% | +18.9% | +4.6% | +17.4% |
| 3Y | +384.6% | +74.1% | +310.5% | +306.7% |
| All | +384.6% | +73.4% | +311.2% | +306.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling