+14,546.7%
NVDA vs UMC
+1,863.6%
+12,683.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.1% |
| 7D | -5.1% | +9.0% | -14.1% | -9.0% |
| 30D | -2.5% | +17.2% | -19.7% | -9.9% |
| 3M | +6.7% | +11.4% | -4.7% | -3.0% |
| 6M | +17.6% | +137.5% | -119.9% | -29.2% |
| YTD | +17.3% | +193.1% | -175.8% | -39.4% |
| 1Y | +23.5% | +240.3% | -216.8% | -41.5% |
| 3Y | +384.6% | +262.2% | +122.4% | +121.9% |
| 5Y | +875.4% | +143.1% | +732.3% | +431.9% |
| All | +14,546.7% | +1,863.6% | +12,683.1% | +3,468.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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