+258.4%
NVDA vs RF
+118.1%
+140.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -13.2% | -1.3% | -11.8% | -12.8% |
| 30D | -23.2% | +4.6% | -27.9% | -24.2% |
| 3M | -20.0% | -8.4% | -11.6% | -18.0% |
| 6M | -20.6% | +8.9% | -29.5% | -23.1% |
| YTD | -6.6% | +8.8% | -15.4% | -10.1% |
| 1Y | -9.8% | +18.9% | -28.7% | -15.9% |
| All | +258.4% | +118.1% | +140.2% | +209.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling