+497,379.8%
NVDA vs T
+205.1%
+497,174.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.1% |
| 7D | -8.8% | +1.0% | -9.8% | -9.2% |
| 30D | -21.4% | -10.6% | -10.8% | -18.4% |
| 3M | -14.7% | -7.7% | -6.9% | -13.0% |
| 6M | -10.0% | -13.3% | +3.3% | -6.6% |
| YTD | +0.3% | -8.8% | +9.1% | +0.6% |
| 1Y | -0.5% | -8.4% | +7.9% | -0.7% |
| 3Y | +309.2% | +59.6% | +249.5% | +196.8% |
| 5Y | +530.1% | +52.1% | +478.0% | +348.7% |
| 10Y | +11,159.1% | +56.9% | +11,102.2% | +7,451.7% |
| All | +497,379.8% | +205.1% | +497,174.7% | +181,408.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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