+309.2%
NVDA vs RL
+240.1%
+69.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.3% |
| 7D | -8.8% | -4.2% | -4.6% | -7.1% |
| 30D | -21.4% | +4.3% | -25.7% | -22.8% |
| 3M | -14.7% | -4.6% | -10.1% | -13.3% |
| 6M | -10.0% | +1.7% | -11.7% | -12.0% |
| YTD | +0.3% | +7.3% | -7.0% | -5.3% |
| 1Y | -0.5% | +20.8% | -21.3% | -12.3% |
| 3Y | +309.2% | +247.0% | +62.2% | +157.0% |
| All | +309.2% | +240.1% | +69.1% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling