+309.2%
NVDA vs DASH
+94.3%
+214.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -8.8% | +0.4% | -9.2% | -9.1% |
| 30D | -21.4% | -6.0% | -15.4% | -20.2% |
| 3M | -14.7% | -15.8% | +1.1% | -10.6% |
| 6M | -10.0% | +7.0% | -17.0% | -15.2% |
| YTD | +0.3% | -20.7% | +21.0% | +6.7% |
| 1Y | -0.5% | -8.5% | +8.0% | -2.1% |
| 3Y | +309.2% | +101.8% | +207.4% | +170.2% |
| All | +309.2% | +94.3% | +214.9% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling