+433,968.7%
NVDA vs RMBS
+291.3%
+433,677.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.9% |
| 7D | -12.7% | +10.3% | -23.1% | -15.8% |
| 30D | -26.4% | -10.7% | -15.7% | -24.1% |
| 3M | -27.6% | -17.2% | -10.4% | -24.0% |
| 6M | -27.7% | -39.0% | +11.3% | -18.3% |
| YTD | -12.5% | -10.5% | -2.0% | -16.9% |
| 1Y | -12.6% | -11.0% | -1.7% | -17.2% |
| 3Y | +235.9% | +31.3% | +204.6% | +166.3% |
| 5Y | +438.2% | +242.8% | +195.5% | +220.2% |
| 10Y | +7,445.8% | +536.9% | +6,908.9% | +3,639.5% |
| All | +433,968.7% | +291.3% | +433,677.5% | +100,926.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 all: compounded portfolio wealth divided by compounded RMBS 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…
all analysis · Full analysis span regression · 6 months rolling