+14,981.8%
NVDA vs RF
+347.6%
+14,634.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.9% | +1.3% | +4.6% | +5.3% |
| 30D | +5.1% | -3.6% | +8.7% | +6.6% |
| 3M | +5.4% | +8.1% | -2.7% | +1.7% |
| 6M | +26.0% | +11.5% | +14.5% | +19.8% |
| YTD | +23.7% | +15.6% | +8.1% | +15.4% |
| 1Y | +34.4% | +15.7% | +18.7% | +24.8% |
| 3Y | +375.8% | +86.9% | +288.9% | +252.0% |
| 5Y | +911.8% | +89.8% | +821.9% | +647.4% |
| All | +14,981.8% | +347.6% | +14,634.2% | +7,677.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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