+34.4%
NVDA vs DASH
-14.9%
+49.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.5% |
| 7D | +5.9% | -10.6% | +16.5% | +7.6% |
| 30D | +5.1% | +2.2% | +2.9% | +4.4% |
| 3M | +5.4% | +32.3% | -26.9% | -0.5% |
| 6M | +26.0% | +19.1% | +6.9% | +20.6% |
| YTD | +23.7% | -6.5% | +30.2% | +24.1% |
| 1Y | +34.4% | -14.9% | +49.3% | +39.1% |
| All | +34.4% | -14.9% | +49.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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