+396.0%
NVDA vs ROST
+93.3%
+302.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.3% |
| 7D | -0.3% | -2.2% | +1.9% | +0.4% |
| 30D | +2.8% | -11.4% | +14.2% | +7.1% |
| 3M | +7.4% | -1.6% | +9.1% | +7.4% |
| 6M | +22.6% | +6.8% | +15.8% | +17.4% |
| YTD | +20.1% | +25.8% | -5.7% | +6.5% |
| 1Y | +31.2% | +52.4% | -21.2% | +5.3% |
| All | +396.0% | +93.3% | +302.7% | +254.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling