+7,836.4%
NVDA vs ROP
+185.2%
+7,651.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.3% |
| 7D | -12.7% | +0.7% | -13.5% | -13.2% |
| 30D | -26.4% | +28.8% | -55.2% | -39.7% |
| 3M | -27.6% | +21.1% | -48.7% | -38.4% |
| 6M | -27.7% | +52.5% | -80.3% | -50.1% |
| YTD | -12.5% | +8.9% | -21.3% | -22.0% |
| 1Y | -12.6% | +8.2% | -20.9% | -21.9% |
| 3Y | +235.9% | -5.2% | +241.1% | +229.0% |
| 5Y | +438.2% | +1.7% | +436.5% | +398.6% |
| All | +7,836.4% | +185.2% | +7,651.2% | +3,966.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling