+1,544.1%
NVDA vs ROIV
+289.9%
+1,254.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -4.3% | +19.0% | -23.3% | -7.8% |
| 30D | +0.5% | +16.1% | -15.6% | -2.7% |
| 3M | +9.1% | +44.1% | -35.0% | +1.1% |
| 6M | +18.5% | +37.8% | -19.4% | +10.4% |
| YTD | +17.4% | +88.7% | -71.3% | +2.7% |
| 1Y | +23.4% | +197.3% | -173.9% | -1.5% |
| 3Y | +380.6% | +224.9% | +155.7% | +269.3% |
| 5Y | +875.7% | +311.0% | +564.7% | +538.8% |
| All | +1,544.1% | +289.9% | +1,254.2% | +1,026.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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