+7,836.4%
NVDA vs UL
+109.3%
+7,727.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -12.7% | +1.1% | -13.9% | -13.1% |
| 30D | -26.4% | +4.5% | -30.9% | -27.7% |
| 3M | -27.6% | +6.5% | -34.1% | -29.5% |
| 6M | -27.7% | +18.2% | -45.9% | -32.4% |
| YTD | -12.5% | +4.7% | -17.2% | -15.2% |
| 1Y | -12.6% | +0.8% | -13.4% | -14.4% |
| 3Y | +235.9% | +35.9% | +200.1% | +176.1% |
| 5Y | +438.2% | +33.4% | +404.8% | +336.5% |
| All | +7,836.4% | +109.3% | +7,727.1% | +5,893.2% |
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