+235.9%
NVDA vs QID
-71.4%
+307.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | +0.1% |
| 7D | -12.7% | -7.1% | -5.6% | -17.9% |
| 30D | -26.4% | +12.6% | -39.0% | -17.0% |
| 3M | -27.6% | +14.2% | -41.9% | -16.5% |
| 6M | -27.7% | +6.2% | -33.9% | -18.9% |
| YTD | -12.5% | -21.8% | +9.3% | -23.0% |
| 1Y | -12.6% | -23.1% | +10.5% | -23.7% |
| 3Y | +235.9% | -71.3% | +307.3% | +59.3% |
| All | +235.9% | -71.4% | +307.3% | +59.3% |
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