+7,949.9%
NVDA vs ROL
+214.5%
+7,735.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | -13.2% | +0.8% | -13.9% | -13.6% |
| 30D | -23.2% | +20.6% | -43.8% | -29.7% |
| 3M | -20.0% | +4.5% | -24.5% | -22.5% |
| 6M | -20.6% | -26.5% | +5.9% | -10.0% |
| YTD | -6.6% | -34.8% | +28.2% | +11.3% |
| 1Y | -9.8% | -33.2% | +23.3% | +5.8% |
| 3Y | +260.5% | +4.5% | +256.0% | +215.1% |
| 5Y | +474.2% | +15.5% | +458.6% | +348.6% |
| 10Y | +7,949.9% | +217.2% | +7,732.7% | +2,912.5% |
| All | +7,949.9% | +214.5% | +7,735.4% | +2,912.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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