+7,836.4%
NVDA vs P
+652.0%
+7,184.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.1% |
| 7D | -12.7% | +11.6% | -24.4% | -17.4% |
| 30D | -26.4% | -23.7% | -2.7% | -17.7% |
| 3M | -27.6% | -8.0% | -19.7% | -27.5% |
| 6M | -27.7% | +27.9% | -55.6% | -40.6% |
| YTD | -12.5% | +61.2% | -73.6% | -37.5% |
| 1Y | -12.6% | +28.6% | -41.3% | -32.8% |
| 3Y | +235.9% | +200.5% | +35.5% | +50.1% |
| 5Y | +438.2% | +282.9% | +155.3% | +112.0% |
| All | +7,836.4% | +652.0% | +7,184.4% | +2,422.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling