+250.5%
NVDA vs DASH
+108.9%
+141.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.0% |
| 7D | -18.3% | -2.8% | -15.5% | -17.5% |
| 30D | -26.3% | -9.3% | -17.1% | -24.2% |
| 3M | -22.3% | -15.1% | -7.2% | -18.8% |
| 6M | -21.3% | +8.7% | -30.1% | -26.4% |
| YTD | -9.2% | -21.3% | +12.1% | -3.1% |
| 1Y | -14.9% | -12.7% | -2.3% | -14.3% |
| 3Y | +250.5% | +103.8% | +146.7% | +125.3% |
| All | +250.5% | +108.9% | +141.5% | +125.3% |
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