+7,836.4%
NVDA vs NTAP
+583.1%
+7,253.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.6% |
| 7D | -12.7% | +7.2% | -19.9% | -16.4% |
| 30D | -26.4% | -18.4% | -8.0% | -17.8% |
| 3M | -27.6% | -11.3% | -16.3% | -23.7% |
| 6M | -27.7% | +53.8% | -81.5% | -47.8% |
| YTD | -12.5% | +72.0% | -84.4% | -42.2% |
| 1Y | -12.6% | +68.0% | -80.7% | -41.6% |
| 3Y | +235.9% | +149.5% | +86.5% | +70.0% |
| 5Y | +438.2% | +125.6% | +312.6% | +193.9% |
| All | +7,836.4% | +583.1% | +7,253.3% | +2,310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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