+396.0%
NVDA vs NTAP
+146.1%
+249.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.1% |
| 7D | -0.3% | +2.2% | -2.5% | -1.3% |
| 30D | +2.8% | -7.0% | +9.8% | +5.9% |
| 3M | +7.4% | +12.3% | -4.9% | +1.0% |
| 6M | +22.6% | +85.1% | -62.5% | -15.0% |
| YTD | +20.1% | +74.8% | -54.7% | -14.4% |
| 1Y | +31.2% | +52.7% | -21.5% | +1.6% |
| All | +396.0% | +146.1% | +249.9% | +215.1% |
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 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