+904.4%
NVDA vs ONON
-24.2%
+928.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -0.3% | -3.5% | +3.1% | +0.9% |
| 30D | +2.8% | -30.8% | +33.6% | +15.3% |
| 3M | +7.4% | -29.8% | +37.3% | +19.2% |
| 6M | +22.6% | -34.8% | +57.4% | +38.2% |
| YTD | +20.1% | -42.3% | +62.3% | +40.7% |
| 1Y | +31.2% | -39.5% | +70.7% | +48.9% |
| 3Y | +391.7% | -9.3% | +401.0% | +356.8% |
| All | +904.4% | -24.2% | +928.6% | +710.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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