+13.0%
DLR vs NVDX
-27.2%
+40.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.2% | +8.7% | +3.2% |
| 7D | +2.8% | -14.1% | +16.9% | +4.4% |
| 30D | +2.8% | -31.3% | +34.1% | +6.7% |
| 3M | -4.0% | -16.2% | +12.2% | -2.3% |
| 6M | -5.6% | -11.9% | +6.3% | -5.2% |
| YTD | +21.9% | -9.4% | +31.4% | +19.4% |
| 1Y | +13.0% | -23.9% | +36.9% | +10.6% |
| All | +13.0% | -27.2% | +40.2% | +10.6% |
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