+7,836.4%
NVDA vs RL
+337.1%
+7,499.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | -12.7% | +2.6% | -15.3% | -13.8% |
| 30D | -26.4% | +2.9% | -29.4% | -27.4% |
| 3M | -27.6% | 0.0% | -27.6% | -28.1% |
| 6M | -27.7% | +17.1% | -44.8% | -33.2% |
| YTD | -12.5% | +10.1% | -22.6% | -17.8% |
| 1Y | -12.6% | +17.3% | -30.0% | -20.3% |
| 3Y | +235.9% | +249.3% | -13.4% | +97.1% |
| 5Y | +438.2% | +240.9% | +197.3% | +214.4% |
| All | +7,836.4% | +337.1% | +7,499.4% | +4,629.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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