+7,836.4%
NVDA vs ROST
+300.7%
+7,535.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | -12.7% | +0.3% | -13.0% | -12.9% |
| 30D | -26.4% | +0.5% | -26.9% | -26.8% |
| 3M | -27.6% | -5.2% | -22.4% | -26.3% |
| 6M | -27.7% | +9.8% | -37.6% | -32.2% |
| YTD | -12.5% | +29.4% | -41.9% | -24.8% |
| 1Y | -12.6% | +44.4% | -57.0% | -29.2% |
| 3Y | +235.9% | +95.0% | +140.9% | +130.1% |
| 5Y | +438.2% | +111.9% | +326.4% | +244.7% |
| All | +7,836.4% | +300.7% | +7,535.8% | +4,093.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling