-9.8%
NVDA vs DASH
-11.9%
+2.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -13.2% | -10.2% | -3.0% | -12.3% |
| 30D | -23.2% | -8.2% | -15.0% | -22.4% |
| 3M | -20.0% | -15.9% | -4.1% | -18.7% |
| 6M | -20.6% | +13.3% | -34.0% | -23.2% |
| YTD | -6.6% | -21.3% | +14.7% | -6.2% |
| 1Y | -9.8% | -11.1% | +1.3% | -10.2% |
| All | -9.8% | -11.9% | +2.0% | -10.2% |
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