+803.3%
NVDX vs SHAK
+15.2%
+788.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.5% |
| 7D | -10.2% | -8.3% | -1.9% | -7.3% |
| 30D | -7.3% | -12.6% | +5.3% | -2.8% |
| 3M | +5.5% | +9.1% | -3.6% | +0.4% |
| 6M | +18.3% | -31.2% | +49.5% | +30.7% |
| YTD | +11.4% | -21.6% | +33.0% | +13.7% |
| 1Y | +12.7% | -38.8% | +51.5% | +29.8% |
| All | +803.3% | +15.2% | +788.2% | +836.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling