+4,339.5%
NVDA vs NTR
+97.9%
+4,241.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -5.1% | -1.3% | -3.9% | -4.7% |
| 30D | -2.5% | +16.8% | -19.3% | -7.7% |
| 3M | +6.7% | +20.7% | -14.1% | -0.7% |
| 6M | +17.6% | +0.5% | +17.1% | +15.7% |
| YTD | +17.3% | +29.2% | -11.9% | +4.3% |
| 1Y | +23.5% | +39.6% | -16.1% | +5.9% |
| 3Y | +384.6% | +37.9% | +346.7% | +305.3% |
| 5Y | +875.4% | +47.1% | +828.3% | +638.7% |
| All | +4,339.5% | +97.9% | +4,241.5% | +2,715.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 all: compounded portfolio wealth divided by compounded NTR 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…
all analysis · Full analysis span regression · 6 months rolling