+100.2%
RF vs NVDX
+454.9%
-354.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.7% | +10.9% | +2.6% |
| 7D | -0.1% | -23.4% | +23.2% | +1.0% |
| 30D | +7.0% | -41.5% | +48.5% | +9.7% |
| 3M | -7.0% | -41.1% | +34.1% | -5.0% |
| 6M | +6.8% | -40.9% | +47.6% | +8.7% |
| YTD | +9.9% | -29.1% | +39.0% | +10.0% |
| 1Y | +21.1% | -33.5% | +54.6% | +21.5% |
| 3Y | +119.6% | +369.1% | -249.5% | +89.4% |
| All | +100.2% | +454.9% | -354.7% | +65.3% |
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