+168.8%
DASH vs NVDX
+815.5%
-646.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -12.8% | -0.9% | -11.9% | -12.7% |
| 30D | -6.0% | +3.0% | -9.0% | -6.9% |
| 3M | +26.7% | +6.8% | +19.9% | +24.0% |
| 6M | +11.7% | +28.6% | -16.9% | +5.1% |
| YTD | -12.9% | +17.0% | -29.9% | -17.4% |
| 1Y | -23.1% | +27.0% | -50.1% | -28.6% |
| All | +168.8% | +815.5% | -646.7% | +26.2% |
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