+14,551.4%
NVDA vs ROP
+135.7%
+14,415.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | -4.3% | -8.0% | +3.7% | +1.7% |
| 30D | +0.5% | -2.7% | +3.2% | +2.3% |
| 3M | +9.1% | +16.6% | -7.5% | -5.9% |
| 6M | +18.5% | +10.4% | +8.1% | +5.5% |
| YTD | +17.4% | -12.1% | +29.4% | +24.6% |
| 1Y | +23.4% | -23.6% | +47.1% | +46.9% |
| 3Y | +380.6% | -19.3% | +399.9% | +434.1% |
| 5Y | +875.7% | -15.4% | +891.1% | +951.8% |
| All | +14,551.4% | +135.7% | +14,415.7% | +8,946.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling