+235.9%
NVDA vs NSC
+77.7%
+158.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -12.7% | +2.5% | -15.2% | -13.1% |
| 30D | -26.4% | +1.7% | -28.1% | -26.6% |
| 3M | -27.6% | -2.6% | -25.1% | -27.3% |
| 6M | -27.7% | +6.4% | -34.1% | -28.9% |
| YTD | -12.5% | +15.5% | -28.0% | -15.8% |
| 1Y | -12.6% | +17.6% | -30.2% | -16.4% |
| 3Y | +235.9% | +75.0% | +161.0% | +219.6% |
| All | +235.9% | +77.7% | +158.2% | +219.6% |
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