-20.0%
DASH vs NVDX
+34.5%
-54.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.9% | -1.4% | -4.9% |
| 7D | -11.2% | +7.3% | -18.5% | -11.9% |
| 30D | -7.3% | -0.9% | -6.4% | -7.4% |
| 3M | +31.4% | +8.4% | +23.1% | +29.1% |
| 6M | +11.9% | +38.2% | -26.3% | +4.0% |
| YTD | -11.5% | +19.3% | -30.8% | -16.4% |
| 1Y | -20.0% | +33.3% | -53.3% | -23.8% |
| All | -20.0% | +34.5% | -54.5% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling