+110.5%
RF vs NVDX
+871.3%
-760.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +1.3% | +11.6% | -10.3% | +0.7% |
| 30D | -3.6% | +7.5% | -11.2% | -4.1% |
| 3M | +8.1% | +2.1% | +6.0% | +7.5% |
| 6M | +11.5% | +35.5% | -24.1% | +8.6% |
| YTD | +15.6% | +24.1% | -8.6% | +12.9% |
| 1Y | +15.7% | +33.0% | -17.3% | +12.0% |
| All | +110.5% | +871.3% | -760.8% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 all: compounded portfolio wealth divided by compounded NVDX 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…
all analysis · Full analysis span regression · 6 months rolling