+34.4%
NVDA vs ROST
+54.0%
-19.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +5.9% | +0.9% | +5.0% | +5.8% |
| 30D | +5.1% | -8.9% | +14.0% | +5.8% |
| 3M | +5.4% | -0.8% | +6.2% | +5.0% |
| 6M | +26.0% | +8.5% | +17.5% | +23.3% |
| YTD | +23.7% | +28.6% | -4.9% | +18.3% |
| 1Y | +34.4% | +52.3% | -18.0% | +24.0% |
| All | +34.4% | +54.0% | -19.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling