+235.9%
NVDA vs NTAP
+148.4%
+87.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.9% |
| 7D | -12.7% | +7.2% | -19.9% | -15.5% |
| 30D | -26.4% | -18.4% | -8.0% | -20.0% |
| 3M | -27.6% | -11.3% | -16.3% | -24.5% |
| 6M | -27.7% | +53.8% | -81.5% | -44.0% |
| YTD | -12.5% | +72.0% | -84.4% | -37.4% |
| 1Y | -12.6% | +68.0% | -80.7% | -36.7% |
| 3Y | +235.9% | +149.5% | +86.5% | +123.6% |
| All | +235.9% | +148.4% | +87.5% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling