+384.8%
NVDA vs QID
-73.3%
+458.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -0.3% |
| 7D | -4.3% | +2.7% | -7.1% | -2.0% |
| 30D | +0.5% | +3.3% | -2.8% | +4.0% |
| 3M | +9.1% | -5.5% | +14.6% | +6.8% |
| 6M | +18.5% | -28.4% | +46.9% | -7.0% |
| YTD | +17.4% | -26.6% | +43.9% | -4.3% |
| 1Y | +23.4% | -34.1% | +57.6% | -6.7% |
| All | +384.8% | -73.3% | +458.0% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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