+613,227.2%
NVDA vs ROST
+12,902.1%
+600,325.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +5.9% | +0.9% | +5.0% | +5.5% |
| 30D | +5.1% | -8.9% | +14.0% | +8.7% |
| 3M | +5.4% | -0.8% | +6.2% | +5.2% |
| 6M | +26.0% | +8.5% | +17.5% | +20.7% |
| YTD | +23.7% | +28.6% | -4.9% | +10.6% |
| 1Y | +34.4% | +52.3% | -18.0% | +12.0% |
| 3Y | +375.8% | +94.8% | +281.0% | +257.5% |
| 5Y | +911.8% | +110.8% | +801.0% | +631.0% |
| 10Y | +14,899.8% | +304.5% | +14,595.3% | +8,129.8% |
| All | +613,227.2% | +12,902.1% | +600,325.1% | +131,839.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling