+235.9%
NVDA vs ROST
+94.3%
+141.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.3% |
| 7D | -12.7% | +0.3% | -13.0% | -12.8% |
| 30D | -26.4% | +0.5% | -26.9% | -26.5% |
| 3M | -27.6% | -5.2% | -22.4% | -26.5% |
| 6M | -27.7% | +9.8% | -37.6% | -31.1% |
| YTD | -12.5% | +29.4% | -41.9% | -23.0% |
| 1Y | -12.6% | +44.4% | -57.0% | -27.2% |
| 3Y | +235.9% | +95.0% | +140.9% | +156.4% |
| All | +235.9% | +94.3% | +141.7% | +156.4% |
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