+26.0%
NVDA vs DASH
+20.0%
+6.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.3% |
| 7D | +5.9% | -10.6% | +16.5% | +7.2% |
| 30D | +5.1% | +2.2% | +2.9% | +4.2% |
| 3M | +5.4% | +32.3% | -26.9% | -0.8% |
| 6M | +26.0% | +19.1% | +6.9% | +22.4% |
| All | +26.0% | +20.0% | +6.0% | +22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling