+14,546.7%
NVDA vs XYZ
+610.4%
+13,936.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.1% | -4.3% | -0.8% | -3.3% |
| 30D | -2.5% | +1.2% | -3.7% | -3.2% |
| 3M | +6.7% | +14.6% | -8.0% | -0.7% |
| 6M | +17.6% | +22.6% | -4.9% | +5.4% |
| YTD | +17.3% | +21.7% | -4.4% | +3.1% |
| 1Y | +23.5% | +6.7% | +16.8% | +13.9% |
| 3Y | +384.6% | +46.8% | +337.8% | +247.9% |
| 5Y | +875.4% | -68.0% | +943.5% | +1,200.4% |
| All | +14,546.7% | +610.4% | +13,936.3% | +5,816.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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