+14,546.7%
NVDA vs TROW
+130.0%
+14,416.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.8% |
| 7D | -5.1% | -3.2% | -2.0% | -2.8% |
| 30D | -2.5% | -4.6% | +2.1% | +1.0% |
| 3M | +6.7% | -0.7% | +7.3% | +6.0% |
| 6M | +17.6% | +22.2% | -4.6% | -0.6% |
| YTD | +17.3% | +6.6% | +10.7% | +9.3% |
| 1Y | +23.5% | +5.8% | +17.7% | +15.0% |
| 3Y | +384.6% | +11.6% | +373.0% | +320.9% |
| 5Y | +875.4% | -38.9% | +914.3% | +1,237.2% |
| All | +14,546.7% | +130.0% | +14,416.7% | +10,930.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling