+1,140.4%
NVDA vs NVDL
+2,608.0%
-1,467.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | 0.0% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | +2.8% | +3.4% | -0.6% | +0.2% |
| 3M | +7.4% | +8.1% | -0.7% | +0.8% |
| 6M | +22.6% | +31.9% | -9.3% | +1.2% |
| YTD | +20.1% | +21.1% | -1.0% | +2.3% |
| 1Y | +31.2% | +34.0% | -2.9% | +3.3% |
| 3Y | +391.7% | +677.9% | -286.2% | -5.2% |
| All | +1,140.4% | +2,608.0% | -1,467.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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