+14,546.7%
NVDA vs UL
+66.7%
+14,480.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | -5.1% | -3.4% | -1.7% | -4.1% |
| 30D | -2.5% | +0.5% | -3.0% | -2.7% |
| 3M | +6.7% | +7.2% | -0.6% | +3.6% |
| 6M | +17.6% | -3.1% | +20.7% | +17.9% |
| YTD | +17.3% | -2.7% | +20.0% | +16.9% |
| 1Y | +23.5% | -10.2% | +33.7% | +26.3% |
| 3Y | +384.6% | +20.3% | +364.4% | +319.8% |
| 5Y | +875.4% | +19.9% | +855.5% | +727.8% |
| All | +14,546.7% | +66.7% | +14,480.0% | +12,165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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