+384.6%
NVDA vs QS
-24.6%
+409.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.3% |
| 7D | -5.1% | -3.6% | -1.5% | -4.8% |
| 30D | -2.5% | -17.2% | +14.8% | -0.4% |
| 3M | +6.7% | -27.0% | +33.6% | +10.0% |
| 6M | +17.6% | -24.6% | +42.2% | +20.6% |
| YTD | +17.3% | -49.3% | +66.6% | +24.5% |
| 1Y | +23.5% | -40.3% | +63.8% | +26.8% |
| 3Y | +384.6% | -23.8% | +408.4% | +351.3% |
| All | +384.6% | -24.6% | +409.2% | +351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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