+148.2%
DAL vs NVDX
+815.5%
-667.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | -11.7% | +3.0% | -14.7% | -12.4% |
| 3M | -2.7% | +6.8% | -9.5% | -4.5% |
| 6M | +30.7% | +28.6% | +2.1% | +23.9% |
| YTD | +14.4% | +17.0% | -2.6% | +9.2% |
| 1Y | +31.2% | +27.0% | +4.2% | +22.6% |
| All | +148.2% | +815.5% | -667.3% | +69.0% |
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