+7,949.9%
NVDA vs DAR
+290.1%
+7,659.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.2% |
| 7D | -13.2% | +3.6% | -16.8% | -14.2% |
| 30D | -23.2% | -11.3% | -12.0% | -20.2% |
| 3M | -20.0% | -13.1% | -6.9% | -16.8% |
| 6M | -20.6% | -15.1% | -5.5% | -17.2% |
| YTD | -6.6% | +50.5% | -57.1% | -20.9% |
| 1Y | -9.8% | +57.9% | -67.8% | -25.3% |
| 3Y | +260.5% | +28.9% | +231.6% | +199.0% |
| 5Y | +474.2% | -31.4% | +505.6% | +508.2% |
| 10Y | +7,949.9% | +301.0% | +7,648.9% | +3,497.2% |
| All | +7,949.9% | +290.1% | +7,659.9% | +3,497.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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