P1Data zarr-vs-API diff for NVDA
tolerance: 1e-06
summary: ok=435 soft=0 diff=0 missing=0 expect_differ=2

  ✓ company_name: NVIDIA Corporation
  ✓ cum_sector: 252 rows identical
  ✓ cum_spy: 252 rows identical
  ✓ cum_stock: 252 rows identical
  ✓ cum_subsector: 252 rows identical
  ✓ cumulative_bench_lines_use_cfr: True
  ✓ dd_spy: 252 rows identical
  ✓ dd_stock: 252 rows identical
  ✓ l3_er_series: 252 rows identical
  ─ macro_correlations: API={'bitcoin': 0.4216960360079923, 'gold': None, 'oil': 0.080507855360645, 'dxy': 0.17307267925916237, 'vix': -0.657866449010249, 'ust10y2y': -0.23678208001529444} zarr={'vix': -0.6284805013629556, 'oil': 0.09400038061017366, 'gold': None, 'bitcoin': 0.3738886095836345, 'dxy': 0.1908017669423068, 'ust10y2y': -0.24077120145275552}
  ✓ macro_window: 252d
  ✓ max_drawdown: -0.20214378833770752
  ✓ metrics.close_price: 182.080001831055
  ✓ metrics.date: 2026-04-08
  ✓ metrics.l1_mkt_beta: 1.80430173873901
  ✓ metrics.l1_mkt_er: 0.506081521511078
  ✓ metrics.l1_mkt_hr: -1.80430173873901
  ✓ metrics.l1_res_er: 0.493918478488922
  ✓ metrics.l2_mkt_er: 0.506081521511078
  ✓ metrics.l2_mkt_hr: 0.198694944381714
  ✓ metrics.l2_res_er: 0.254973322153091
  ✓ metrics.l2_sec_beta: 1.48245847225189
  ✓ metrics.l2_sec_er: 0.238945171236992
  ✓ metrics.l2_sec_hr: -1.48245847225189
  ✓ metrics.l3_mkt_er: 0.506081521511078
  ✓ metrics.l3_mkt_hr: 0.424467444419861
  ✓ metrics.l3_res_er: 0.251225084066391
  ✓ metrics.l3_sec_er: 0.238945171236992
  ✓ metrics.l3_sec_hr: -1.3131890296936
  ✓ metrics.l3_sub_beta: 0.129532158374786
  ✓ metrics.l3_sub_er: 0.00374823808670044
  ✓ metrics.l3_sub_hr: -0.129532158374786
  ✓ metrics.market_cap: 4448578961408
  ✓ metrics.stock_var: 0.000632807379588485
  ✓ metrics.ticker: NVDA
  ✓ metrics.vol_23d: 0.3993337697419268
  ✓ rankings.1d_sector_er_l1.cohort: sector
  ✓ rankings.1d_sector_er_l1.metric: er_l1
  ✓ rankings.1d_sector_er_l1.window: 1d
  ✓ rankings.1d_sector_er_l2.cohort: sector
  ✓ rankings.1d_sector_er_l2.metric: er_l2
  ✓ rankings.1d_sector_er_l2.window: 1d
  ✓ rankings.1d_sector_er_l3.cohort: sector
  ✓ rankings.1d_sector_er_l3.metric: er_l3
  ✓ rankings.1d_sector_er_l3.window: 1d
  ✓ rankings.1d_sector_gross_return.cohort: sector
  ✓ rankings.1d_sector_gross_return.cohort_size: 392.0
  ✓ rankings.1d_sector_gross_return.metric: gross_return
  ✓ rankings.1d_sector_gross_return.rank_ordinal: 188.0
  ✓ rankings.1d_sector_gross_return.rank_percentile: 52.295918367346935
  ✓ rankings.1d_sector_gross_return.window: 1d
  ✓ rankings.1d_sector_mkt_cap.cohort: sector
  ✓ rankings.1d_sector_mkt_cap.cohort_size: 392.0
  ✓ rankings.1d_sector_mkt_cap.metric: mkt_cap
  ✓ rankings.1d_sector_mkt_cap.rank_ordinal: 1.0
  ✓ rankings.1d_sector_mkt_cap.rank_percentile: 100.0
  ✓ rankings.1d_sector_mkt_cap.window: 1d
  ✓ rankings.1d_sector_sector_residual.cohort: sector
  ✓ rankings.1d_sector_sector_residual.cohort_size: 392.0
  ✓ rankings.1d_sector_sector_residual.metric: sector_residual
  ✓ rankings.1d_sector_sector_residual.rank_ordinal: 321.0
  ✓ rankings.1d_sector_sector_residual.rank_percentile: 18.36734693877551
  ✓ rankings.1d_sector_sector_residual.window: 1d
  ✓ rankings.1d_sector_subsector_residual.cohort: sector
  ✓ rankings.1d_sector_subsector_residual.cohort_size: 392.0
  ✓ rankings.1d_sector_subsector_residual.metric: subsector_residual
  ✓ rankings.1d_sector_subsector_residual.rank_ordinal: 325.0
  ✓ rankings.1d_sector_subsector_residual.rank_percentile: 17.3469387755102
  ✓ rankings.1d_sector_subsector_residual.window: 1d
  ✓ rankings.1d_subsector_er_l1.cohort: subsector
  ✓ rankings.1d_subsector_er_l1.metric: er_l1
  ✓ rankings.1d_subsector_er_l1.window: 1d
  ✓ rankings.1d_subsector_er_l2.cohort: subsector
  ✓ rankings.1d_subsector_er_l2.metric: er_l2
  ✓ rankings.1d_subsector_er_l2.window: 1d
  ✓ rankings.1d_subsector_er_l3.cohort: subsector
  ✓ rankings.1d_subsector_er_l3.metric: er_l3
  ✓ rankings.1d_subsector_er_l3.window: 1d
  ✓ rankings.1d_subsector_gross_return.cohort: subsector
  ✓ rankings.1d_subsector_gross_return.cohort_size: 57.0
  ✓ rankings.1d_subsector_gross_return.metric: gross_return
  ✓ rankings.1d_subsector_gross_return.rank_ordinal: 53.0
  ✓ rankings.1d_subsector_gross_return.rank_percentile: 8.771929824561408
  ✓ rankings.1d_subsector_gross_return.window: 1d
  ✓ rankings.1d_subsector_mkt_cap.cohort: subsector
  ✓ rankings.1d_subsector_mkt_cap.cohort_size: 57.0
  ✓ rankings.1d_subsector_mkt_cap.metric: mkt_cap
  ✓ rankings.1d_subsector_mkt_cap.rank_ordinal: 1.0
  ✓ rankings.1d_subsector_mkt_cap.rank_percentile: 100.0
  ✓ rankings.1d_subsector_mkt_cap.window: 1d
  ✓ rankings.1d_subsector_sector_residual.cohort: subsector
  ✓ rankings.1d_subsector_sector_residual.cohort_size: 57.0
  ✓ rankings.1d_subsector_sector_residual.metric: sector_residual
  ✓ rankings.1d_subsector_sector_residual.rank_ordinal: 49.0
  ✓ rankings.1d_subsector_sector_residual.rank_percentile: 15.789473684210531
  ✓ rankings.1d_subsector_sector_residual.window: 1d
  ✓ rankings.1d_subsector_subsector_residual.cohort: subsector
  ✓ rankings.1d_subsector_subsector_residual.cohort_size: 57.0
  ✓ rankings.1d_subsector_subsector_residual.metric: subsector_residual
  ✓ rankings.1d_subsector_subsector_residual.rank_ordinal: 41.0
  ✓ rankings.1d_subsector_subsector_residual.rank_percentile: 29.824561403508774
  ✓ rankings.1d_subsector_subsector_residual.window: 1d
  ✓ rankings.1d_universe_er_l1.cohort: universe
  ✓ rankings.1d_universe_er_l1.metric: er_l1
  ✓ rankings.1d_universe_er_l1.window: 1d
  ✓ rankings.1d_universe_er_l2.cohort: universe
  ✓ rankings.1d_universe_er_l2.metric: er_l2
  ✓ rankings.1d_universe_er_l2.window: 1d
  ✓ rankings.1d_universe_er_l3.cohort: universe
  ✓ rankings.1d_universe_er_l3.metric: er_l3
  ✓ rankings.1d_universe_er_l3.window: 1d
  ✓ rankings.1d_universe_gross_return.cohort: universe
  ✓ rankings.1d_universe_gross_return.cohort_size: 2878.0
  ✓ rankings.1d_universe_gross_return.metric: gross_return
  ✓ rankings.1d_universe_gross_return.rank_ordinal: 1478.0
  ✓ rankings.1d_universe_gross_return.rank_percentile: 48.679638637943015
  ✓ rankings.1d_universe_gross_return.window: 1d
  ✓ rankings.1d_universe_mkt_cap.cohort: universe
  ✓ rankings.1d_universe_mkt_cap.cohort_size: 3725.0
  ✓ rankings.1d_universe_mkt_cap.metric: mkt_cap
  ✓ rankings.1d_universe_mkt_cap.rank_ordinal: 2.0
  ✓ rankings.1d_universe_mkt_cap.rank_percentile: 99.97315436241611
  ✓ rankings.1d_universe_mkt_cap.window: 1d
  ✓ rankings.1d_universe_sector_residual.cohort: universe
  ✓ rankings.1d_universe_sector_residual.cohort_size: 2878.0
  ✓ rankings.1d_universe_sector_residual.metric: sector_residual
  ✓ rankings.1d_universe_sector_residual.rank_ordinal: 2692.0
  ✓ rankings.1d_universe_sector_residual.rank_percentile: 6.49756775538568
  ✓ rankings.1d_universe_sector_residual.window: 1d
  ✓ rankings.1d_universe_subsector_residual.cohort: universe
  ✓ rankings.1d_universe_subsector_residual.cohort_size: 2878.0
  ✓ rankings.1d_universe_subsector_residual.metric: subsector_residual
  ✓ rankings.1d_universe_subsector_residual.rank_ordinal: 2652.0
  ✓ rankings.1d_universe_subsector_residual.rank_percentile: 7.887421820708829
  ✓ rankings.1d_universe_subsector_residual.window: 1d
  ✓ rankings.21d_sector_er_l1.cohort: sector
  ✓ rankings.21d_sector_er_l1.metric: er_l1
  ✓ rankings.21d_sector_er_l1.window: 21d
  ✓ rankings.21d_sector_er_l2.cohort: sector
  ✓ rankings.21d_sector_er_l2.metric: er_l2
  ✓ rankings.21d_sector_er_l2.window: 21d
  ✓ rankings.21d_sector_er_l3.cohort: sector
  ✓ rankings.21d_sector_er_l3.metric: er_l3
  ✓ rankings.21d_sector_er_l3.window: 21d
  ✓ rankings.21d_sector_gross_return.cohort: sector
  ✓ rankings.21d_sector_gross_return.cohort_size: 392.0
  ✓ rankings.21d_sector_gross_return.metric: gross_return
  ✓ rankings.21d_sector_gross_return.rank_ordinal: 190.0
  ✓ rankings.21d_sector_gross_return.rank_percentile: 51.78571428571428
  ✓ rankings.21d_sector_gross_return.window: 21d
  ✓ rankings.21d_sector_mkt_cap.cohort: sector
  ✓ rankings.21d_sector_mkt_cap.metric: mkt_cap
  ✓ rankings.21d_sector_mkt_cap.window: 21d
  ✓ rankings.21d_sector_sector_residual.cohort: sector
  ✓ rankings.21d_sector_sector_residual.cohort_size: 392.0
  ✓ rankings.21d_sector_sector_residual.metric: sector_residual
  ✓ rankings.21d_sector_sector_residual.rank_ordinal: 210.0
  ✓ rankings.21d_sector_sector_residual.rank_percentile: 46.683673469387756
  ✓ rankings.21d_sector_sector_residual.window: 21d
  ✓ rankings.21d_sector_subsector_residual.cohort: sector
  ✓ rankings.21d_sector_subsector_residual.cohort_size: 392.0
  ✓ rankings.21d_sector_subsector_residual.metric: subsector_residual
  ✓ rankings.21d_sector_subsector_residual.rank_ordinal: 268.0
  ✓ rankings.21d_sector_subsector_residual.rank_percentile: 31.887755102040817
  ✓ rankings.21d_sector_subsector_residual.window: 21d
  ✓ rankings.21d_subsector_er_l1.cohort: subsector
  ✓ rankings.21d_subsector_er_l1.metric: er_l1
  ✓ rankings.21d_subsector_er_l1.window: 21d
  ✓ rankings.21d_subsector_er_l2.cohort: subsector
  ✓ rankings.21d_subsector_er_l2.metric: er_l2
  ✓ rankings.21d_subsector_er_l2.window: 21d
  ✓ rankings.21d_subsector_er_l3.cohort: subsector
  ✓ rankings.21d_subsector_er_l3.metric: er_l3
  ✓ rankings.21d_subsector_er_l3.window: 21d
  ✓ rankings.21d_subsector_gross_return.cohort: subsector
  ✓ rankings.21d_subsector_gross_return.cohort_size: 57.0
  ✓ rankings.21d_subsector_gross_return.metric: gross_return
  ✓ rankings.21d_subsector_gross_return.rank_ordinal: 51.0
  ✓ rankings.21d_subsector_gross_return.rank_percentile: 12.28070175438597
  ✓ rankings.21d_subsector_gross_return.window: 21d
  ✓ rankings.21d_subsector_mkt_cap.cohort: subsector
  ✓ rankings.21d_subsector_mkt_cap.metric: mkt_cap
  ✓ rankings.21d_subsector_mkt_cap.window: 21d
  ✓ rankings.21d_subsector_sector_residual.cohort: subsector
  ✓ rankings.21d_subsector_sector_residual.cohort_size: 57.0
  ✓ rankings.21d_subsector_sector_residual.metric: sector_residual
  ✓ rankings.21d_subsector_sector_residual.rank_ordinal: 48.0
  ✓ rankings.21d_subsector_sector_residual.rank_percentile: 17.543859649122805
  ✓ rankings.21d_subsector_sector_residual.window: 21d
  ✓ rankings.21d_subsector_subsector_residual.cohort: subsector
  ✓ rankings.21d_subsector_subsector_residual.cohort_size: 57.0
  ✓ rankings.21d_subsector_subsector_residual.metric: subsector_residual
  ✓ rankings.21d_subsector_subsector_residual.rank_ordinal: 46.0
  ✓ rankings.21d_subsector_subsector_residual.rank_percentile: 21.052631578947366
  ✓ rankings.21d_subsector_subsector_residual.window: 21d
  ✓ rankings.21d_universe_er_l1.cohort: universe
  ✓ rankings.21d_universe_er_l1.metric: er_l1
  ✓ rankings.21d_universe_er_l1.window: 21d
  ✓ rankings.21d_universe_er_l2.cohort: universe
  ✓ rankings.21d_universe_er_l2.metric: er_l2
  ✓ rankings.21d_universe_er_l2.window: 21d
  ✓ rankings.21d_universe_er_l3.cohort: universe
  ✓ rankings.21d_universe_er_l3.metric: er_l3
  ✓ rankings.21d_universe_er_l3.window: 21d
  ✓ rankings.21d_universe_gross_return.cohort: universe
  ✓ rankings.21d_universe_gross_return.cohort_size: 2923.0
  ✓ rankings.21d_universe_gross_return.metric: gross_return
  ✓ rankings.21d_universe_gross_return.rank_ordinal: 1688.0
  ✓ rankings.21d_universe_gross_return.rank_percentile: 42.28532329798153
  ✓ rankings.21d_universe_gross_return.window: 21d
  ✓ rankings.21d_universe_mkt_cap.cohort: universe
  ✓ rankings.21d_universe_mkt_cap.metric: mkt_cap
  ✓ rankings.21d_universe_mkt_cap.window: 21d
  ✓ rankings.21d_universe_sector_residual.cohort: universe
  ✓ rankings.21d_universe_sector_residual.cohort_size: 2923.0
  ✓ rankings.21d_universe_sector_residual.metric: sector_residual
  ✓ rankings.21d_universe_sector_residual.rank_ordinal: 1946.0
  ✓ rankings.21d_universe_sector_residual.rank_percentile: 33.45877523092713
  ✓ rankings.21d_universe_sector_residual.window: 21d
  ✓ rankings.21d_universe_subsector_residual.cohort: universe
  ✓ rankings.21d_universe_subsector_residual.cohort_size: 2923.0
  ✓ rankings.21d_universe_subsector_residual.metric: subsector_residual
  ✓ rankings.21d_universe_subsector_residual.rank_ordinal: 2054.0
  ✓ rankings.21d_universe_subsector_residual.rank_percentile: 29.76394115634622
  ✓ rankings.21d_universe_subsector_residual.window: 21d
  ✓ rankings.252d_sector_er_l1.cohort: sector
  ✓ rankings.252d_sector_er_l1.metric: er_l1
  ✓ rankings.252d_sector_er_l1.window: 252d
  ✓ rankings.252d_sector_er_l2.cohort: sector
  ✓ rankings.252d_sector_er_l2.metric: er_l2
  ✓ rankings.252d_sector_er_l2.window: 252d
  ✓ rankings.252d_sector_er_l3.cohort: sector
  ✓ rankings.252d_sector_er_l3.metric: er_l3
  ✓ rankings.252d_sector_er_l3.window: 252d
  ✓ rankings.252d_sector_gross_return.cohort: sector
  ✓ rankings.252d_sector_gross_return.cohort_size: 392.0
  ✓ rankings.252d_sector_gross_return.metric: gross_return
  ✓ rankings.252d_sector_gross_return.rank_ordinal: 112.0
  ✓ rankings.252d_sector_gross_return.rank_percentile: 71.68367346938776
  ✓ rankings.252d_sector_gross_return.window: 252d
  ✓ rankings.252d_sector_mkt_cap.cohort: sector
  ✓ rankings.252d_sector_mkt_cap.metric: mkt_cap
  ✓ rankings.252d_sector_mkt_cap.window: 252d
  ✓ rankings.252d_sector_sector_residual.cohort: sector
  ✓ rankings.252d_sector_sector_residual.cohort_size: 392.0
  ✓ rankings.252d_sector_sector_residual.metric: sector_residual
  ✓ rankings.252d_sector_sector_residual.rank_ordinal: 374.0
  ✓ rankings.252d_sector_sector_residual.rank_percentile: 4.846938775510202
  ✓ rankings.252d_sector_sector_residual.window: 252d
  ✓ rankings.252d_sector_subsector_residual.cohort: sector
  ✓ rankings.252d_sector_subsector_residual.cohort_size: 392.0
  ✓ rankings.252d_sector_subsector_residual.metric: subsector_residual
  ✓ rankings.252d_sector_subsector_residual.rank_ordinal: 378.0
  ✓ rankings.252d_sector_subsector_residual.rank_percentile: 3.826530612244894
  ✓ rankings.252d_sector_subsector_residual.window: 252d
  ✓ rankings.252d_subsector_er_l1.cohort: subsector
  ✓ rankings.252d_subsector_er_l1.metric: er_l1
  ✓ rankings.252d_subsector_er_l1.window: 252d
  ✓ rankings.252d_subsector_er_l2.cohort: subsector
  ✓ rankings.252d_subsector_er_l2.metric: er_l2
  ✓ rankings.252d_subsector_er_l2.window: 252d
  ✓ rankings.252d_subsector_er_l3.cohort: subsector
  ✓ rankings.252d_subsector_er_l3.metric: er_l3
  ✓ rankings.252d_subsector_er_l3.window: 252d
  ✓ rankings.252d_subsector_gross_return.cohort: subsector
  ✓ rankings.252d_subsector_gross_return.cohort_size: 57.0
  ✓ rankings.252d_subsector_gross_return.metric: gross_return
  ✓ rankings.252d_subsector_gross_return.rank_ordinal: 36.0
  ✓ rankings.252d_subsector_gross_return.rank_percentile: 38.59649122807017
  ✓ rankings.252d_subsector_gross_return.window: 252d
  ✓ rankings.252d_subsector_mkt_cap.cohort: subsector
  ✓ rankings.252d_subsector_mkt_cap.metric: mkt_cap
  ✓ rankings.252d_subsector_mkt_cap.window: 252d
  ✓ rankings.252d_subsector_sector_residual.cohort: subsector
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  ✓ rankings.252d_subsector_sector_residual.metric: sector_residual
  ✓ rankings.252d_subsector_sector_residual.rank_ordinal: 56.0
  ✓ rankings.252d_subsector_sector_residual.rank_percentile: 3.508771929824561
  ✓ rankings.252d_subsector_sector_residual.window: 252d
  ✓ rankings.252d_subsector_subsector_residual.cohort: subsector
  ✓ rankings.252d_subsector_subsector_residual.cohort_size: 57.0
  ✓ rankings.252d_subsector_subsector_residual.metric: subsector_residual
  ✓ rankings.252d_subsector_subsector_residual.rank_ordinal: 56.0
  ✓ rankings.252d_subsector_subsector_residual.rank_percentile: 3.508771929824561
  ✓ rankings.252d_subsector_subsector_residual.window: 252d
  ✓ rankings.252d_universe_er_l1.cohort: universe
  ✓ rankings.252d_universe_er_l1.metric: er_l1
  ✓ rankings.252d_universe_er_l1.window: 252d
  ✓ rankings.252d_universe_er_l2.cohort: universe
  ✓ rankings.252d_universe_er_l2.metric: er_l2
  ✓ rankings.252d_universe_er_l2.window: 252d
  ✓ rankings.252d_universe_er_l3.cohort: universe
  ✓ rankings.252d_universe_er_l3.metric: er_l3
  ✓ rankings.252d_universe_er_l3.window: 252d
  ✓ rankings.252d_universe_gross_return.cohort: universe
  ✓ rankings.252d_universe_gross_return.cohort_size: 3206.0
  ✓ rankings.252d_universe_gross_return.metric: gross_return
  ✓ rankings.252d_universe_gross_return.rank_ordinal: 562.0
  ✓ rankings.252d_universe_gross_return.rank_percentile: 82.50155957579538
  ✓ rankings.252d_universe_gross_return.window: 252d
  ✓ rankings.252d_universe_mkt_cap.cohort: universe
  ✓ rankings.252d_universe_mkt_cap.metric: mkt_cap
  ✓ rankings.252d_universe_mkt_cap.window: 252d
  ✓ rankings.252d_universe_sector_residual.cohort: universe
  ✓ rankings.252d_universe_sector_residual.cohort_size: 3206.0
  ✓ rankings.252d_universe_sector_residual.metric: sector_residual
  ✓ rankings.252d_universe_sector_residual.rank_ordinal: 3146.0
  ✓ rankings.252d_universe_sector_residual.rank_percentile: 1.9026824703680556
  ✓ rankings.252d_universe_sector_residual.window: 252d
  ✓ rankings.252d_universe_subsector_residual.cohort: universe
  ✓ rankings.252d_universe_subsector_residual.cohort_size: 3206.0
  ✓ rankings.252d_universe_subsector_residual.metric: subsector_residual
  ✓ rankings.252d_universe_subsector_residual.rank_ordinal: 3157.0
  ✓ rankings.252d_universe_subsector_residual.rank_percentile: 1.5595757953836609
  ✓ rankings.252d_universe_subsector_residual.window: 252d
  ✓ rankings.63d_sector_er_l1.cohort: sector
  ✓ rankings.63d_sector_er_l1.metric: er_l1
  ✓ rankings.63d_sector_er_l1.window: 63d
  ✓ rankings.63d_sector_er_l2.cohort: sector
  ✓ rankings.63d_sector_er_l2.metric: er_l2
  ✓ rankings.63d_sector_er_l2.window: 63d
  ✓ rankings.63d_sector_er_l3.cohort: sector
  ✓ rankings.63d_sector_er_l3.metric: er_l3
  ✓ rankings.63d_sector_er_l3.window: 63d
  ✓ rankings.63d_sector_gross_return.cohort: sector
  ✓ rankings.63d_sector_gross_return.cohort_size: 392.0
  ✓ rankings.63d_sector_gross_return.metric: gross_return
  ✓ rankings.63d_sector_gross_return.rank_ordinal: 173.0
  ✓ rankings.63d_sector_gross_return.rank_percentile: 56.122448979591844
  ✓ rankings.63d_sector_gross_return.window: 63d
  ✓ rankings.63d_sector_mkt_cap.cohort: sector
  ✓ rankings.63d_sector_mkt_cap.metric: mkt_cap
  ✓ rankings.63d_sector_mkt_cap.window: 63d
  ✓ rankings.63d_sector_sector_residual.cohort: sector
  ✓ rankings.63d_sector_sector_residual.cohort_size: 392.0
  ✓ rankings.63d_sector_sector_residual.metric: sector_residual
  ✓ rankings.63d_sector_sector_residual.rank_ordinal: 143.0
  ✓ rankings.63d_sector_sector_residual.rank_percentile: 63.775510204081634
  ✓ rankings.63d_sector_sector_residual.window: 63d
  ✓ rankings.63d_sector_subsector_residual.cohort: sector
  ✓ rankings.63d_sector_subsector_residual.cohort_size: 392.0
  ✓ rankings.63d_sector_subsector_residual.metric: subsector_residual
  ✓ rankings.63d_sector_subsector_residual.rank_ordinal: 171.0
  ✓ rankings.63d_sector_subsector_residual.rank_percentile: 56.63265306122449
  ✓ rankings.63d_sector_subsector_residual.window: 63d
  ✓ rankings.63d_subsector_er_l1.cohort: subsector
  ✓ rankings.63d_subsector_er_l1.metric: er_l1
  ✓ rankings.63d_subsector_er_l1.window: 63d
  ✓ rankings.63d_subsector_er_l2.cohort: subsector
  ✓ rankings.63d_subsector_er_l2.metric: er_l2
  ✓ rankings.63d_subsector_er_l2.window: 63d
  ✓ rankings.63d_subsector_er_l3.cohort: subsector
  ✓ rankings.63d_subsector_er_l3.metric: er_l3
  ✓ rankings.63d_subsector_er_l3.window: 63d
  ✓ rankings.63d_subsector_gross_return.cohort: subsector
  ✓ rankings.63d_subsector_gross_return.cohort_size: 57.0
  ✓ rankings.63d_subsector_gross_return.metric: gross_return
  ✓ rankings.63d_subsector_gross_return.rank_ordinal: 43.0
  ✓ rankings.63d_subsector_gross_return.rank_percentile: 26.315789473684216
  ✓ rankings.63d_subsector_gross_return.window: 63d
  ✓ rankings.63d_subsector_mkt_cap.cohort: subsector
  ✓ rankings.63d_subsector_mkt_cap.metric: mkt_cap
  ✓ rankings.63d_subsector_mkt_cap.window: 63d
  ✓ rankings.63d_subsector_sector_residual.cohort: subsector
  ✓ rankings.63d_subsector_sector_residual.cohort_size: 57.0
  ✓ rankings.63d_subsector_sector_residual.metric: sector_residual
  ✓ rankings.63d_subsector_sector_residual.rank_ordinal: 42.0
  ✓ rankings.63d_subsector_sector_residual.rank_percentile: 28.07017543859649
  ✓ rankings.63d_subsector_sector_residual.window: 63d
  ✓ rankings.63d_subsector_subsector_residual.cohort: subsector
  ✓ rankings.63d_subsector_subsector_residual.cohort_size: 57.0
  ✓ rankings.63d_subsector_subsector_residual.metric: subsector_residual
  ✓ rankings.63d_subsector_subsector_residual.rank_ordinal: 41.0
  ✓ rankings.63d_subsector_subsector_residual.rank_percentile: 29.824561403508774
  ✓ rankings.63d_subsector_subsector_residual.window: 63d
  ✓ rankings.63d_universe_er_l1.cohort: universe
  ✓ rankings.63d_universe_er_l1.metric: er_l1
  ✓ rankings.63d_universe_er_l1.window: 63d
  ✓ rankings.63d_universe_er_l2.cohort: universe
  ✓ rankings.63d_universe_er_l2.metric: er_l2
  ✓ rankings.63d_universe_er_l2.window: 63d
  ✓ rankings.63d_universe_er_l3.cohort: universe
  ✓ rankings.63d_universe_er_l3.metric: er_l3
  ✓ rankings.63d_universe_er_l3.window: 63d
  ✓ rankings.63d_universe_gross_return.cohort: universe
  ✓ rankings.63d_universe_gross_return.cohort_size: 2985.0
  ✓ rankings.63d_universe_gross_return.metric: gross_return
  ✓ rankings.63d_universe_gross_return.rank_ordinal: 1710.0
  ✓ rankings.63d_universe_gross_return.rank_percentile: 42.747068676716914
  ✓ rankings.63d_universe_gross_return.window: 63d
  ✓ rankings.63d_universe_mkt_cap.cohort: universe
  ✓ rankings.63d_universe_mkt_cap.metric: mkt_cap
  ✓ rankings.63d_universe_mkt_cap.window: 63d
  ✓ rankings.63d_universe_sector_residual.cohort: universe
  ✓ rankings.63d_universe_sector_residual.cohort_size: 2985.0
  ✓ rankings.63d_universe_sector_residual.metric: sector_residual
  ✓ rankings.63d_universe_sector_residual.rank_ordinal: 1068.0
  ✓ rankings.63d_universe_sector_residual.rank_percentile: 64.25460636515913
  ✓ rankings.63d_universe_sector_residual.window: 63d
  ✓ rankings.63d_universe_subsector_residual.cohort: universe
  ✓ rankings.63d_universe_subsector_residual.cohort_size: 2985.0
  ✓ rankings.63d_universe_subsector_residual.metric: subsector_residual
  ✓ rankings.63d_universe_subsector_residual.rank_ordinal: 1126.0
  ✓ rankings.63d_universe_subsector_residual.rank_percentile: 62.311557788944725
  ✓ rankings.63d_universe_subsector_residual.window: 63d
  ─ sdk_version: API='0.3.0' zarr='zarr-local'
  ✓ sector_etf: XLK
  ✓ sharpe_1y: -0.12363347211054043
  ✓ subsector_etf: SMH
  ✓ teo: 2026-04-08
  ✓ ticker: NVDA
  ✓ tr_sector.1d: 0.030997633934020996
  ✓ tr_sector.1m: 0.015070199966430664
  ✓ tr_sector.1y: 0.5627521276473999
  ✓ tr_sector.3m: -0.03262054920196533
  ✓ tr_sector.5d: 0.06614017486572266
  ✓ tr_sector.6m: -0.011951267719268799
  ✓ tr_spy.1d: 0.025469541549682617
  ✓ tr_spy.1m: -0.0006098747253417969
  ✓ tr_spy.1y: 0.3532527685165405
  ✓ tr_spy.3m: -0.020169496536254883
  ✓ tr_spy.5d: 0.03947174549102783
  ✓ tr_spy.6m: 0.012283921241760254
  ✓ tr_stock.1d: 0.022346973419189453
  ✓ tr_stock.1m: -0.0030668973922729492
  ✓ tr_stock.1y: 0.9311083555221558
  ✓ tr_stock.3m: -0.027505338191986084
  ✓ tr_stock.5d: 0.04403674602508545
  ✓ tr_stock.6m: -0.018540561199188232
  ✓ tr_subsector.1d: 0.057564377784729004
  ✓ tr_subsector.1m: 0.07239365577697754
  ✓ tr_subsector.1y: 1.3464360237121582
  ✓ tr_subsector.3m: 0.09106838703155518
  ✓ tr_subsector.5d: 0.10307753086090088
  ✓ tr_subsector.6m: 0.23546993732452393
  ✓ universe: uni_mc_3000
  ✓ vol_23d: 0.3993337697419268