+450,068.1%
NVDA vs T
+209.5%
+449,858.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.7% |
| 7D | -18.3% | +2.6% | -20.9% | -19.2% |
| 30D | -26.3% | -1.1% | -25.3% | -26.5% |
| 3M | -22.3% | -7.7% | -14.5% | -20.8% |
| 6M | -21.3% | -10.6% | -10.7% | -19.5% |
| YTD | -9.2% | -7.5% | -1.8% | -9.6% |
| 1Y | -14.9% | -7.4% | -7.5% | -15.5% |
| 3Y | +250.5% | +63.1% | +187.4% | +151.8% |
| 5Y | +475.8% | +55.2% | +420.6% | +306.3% |
| 10Y | +10,058.2% | +58.8% | +9,999.4% | +6,676.5% |
| All | +450,068.1% | +209.5% | +449,858.6% | +163,120.8% |
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