+444.8%
NVDA vs DASH
-30.7%
+475.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -12.7% | -4.5% | -8.2% | -10.9% |
| 30D | -26.4% | -6.8% | -19.6% | -24.8% |
| 3M | -27.6% | -20.7% | -6.9% | -21.4% |
| 6M | -27.7% | +15.1% | -42.8% | -34.8% |
| YTD | -12.5% | -24.3% | +11.8% | -5.7% |
| 1Y | -12.6% | -12.1% | -0.5% | -13.2% |
| 3Y | +235.9% | +91.1% | +144.9% | +118.9% |
| All | +444.8% | -30.7% | +475.5% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling