+1,688.7%
NVDA vs DASH
+16.3%
+1,672.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +2.6% |
| 7D | +5.9% | -10.6% | +16.5% | +10.5% |
| 30D | +5.1% | +2.2% | +2.9% | +3.8% |
| 3M | +5.4% | +32.3% | -26.9% | -7.1% |
| 6M | +26.0% | +19.1% | +6.9% | +14.6% |
| YTD | +23.7% | -6.5% | +30.2% | +23.2% |
| 1Y | +34.4% | -14.9% | +49.3% | +37.1% |
| 3Y | +375.8% | +151.9% | +223.9% | +203.4% |
| 5Y | +911.8% | +9.4% | +902.3% | +620.8% |
| All | +1,688.7% | +16.3% | +1,672.3% | +1,132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling