+7,836.4%
NVDA vs ROL
+221.5%
+7,614.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -3.1% |
| 7D | -12.7% | +3.0% | -15.7% | -13.9% |
| 30D | -26.4% | +19.8% | -46.2% | -32.4% |
| 3M | -27.6% | +7.9% | -35.5% | -30.8% |
| 6M | -27.7% | -25.6% | -2.1% | -18.4% |
| YTD | -12.5% | -34.1% | +21.7% | +3.8% |
| 1Y | -12.6% | -31.4% | +18.8% | +1.2% |
| 3Y | +235.9% | +4.7% | +231.3% | +193.8% |
| 5Y | +438.2% | +15.6% | +422.6% | +321.4% |
| All | +7,836.4% | +221.5% | +7,614.9% | +2,940.5% |
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