+399.1%
NVDA vs ROL
+7.0%
+392.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +5.9% | -1.4% | +7.3% | +5.9% |
| 30D | +5.1% | -4.1% | +9.2% | +5.1% |
| 3M | +5.4% | -22.5% | +27.9% | +5.9% |
| 6M | +26.0% | -37.7% | +63.7% | +27.8% |
| YTD | +23.7% | -39.6% | +63.2% | +25.7% |
| 1Y | +34.4% | -36.0% | +70.4% | +36.0% |
| All | +399.1% | +7.0% | +392.1% | +379.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling