+204.8%
UAL vs NVDX
+772.1%
-567.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | -1.4% | -10.2% | +8.8% | +0.2% |
| 30D | -12.2% | -7.3% | -4.9% | -11.5% |
| 3M | -2.5% | +5.5% | -8.0% | -4.3% |
| 6M | +21.1% | +18.3% | +2.8% | +15.7% |
| YTD | -1.8% | +11.4% | -13.2% | -5.9% |
| 1Y | +0.4% | +12.7% | -12.3% | -5.1% |
| All | +204.8% | +772.1% | -567.3% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling