+1,311.6%
NVDA vs DASH
-1.1%
+1,312.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -5.7% |
| 7D | -15.0% | +0.5% | -15.5% | -15.5% |
| 30D | -24.1% | -7.1% | -17.0% | -22.6% |
| 3M | -17.1% | -13.2% | -3.9% | -13.9% |
| 6M | -7.4% | +8.3% | -15.7% | -13.2% |
| YTD | -2.4% | -20.6% | +18.2% | +2.3% |
| 1Y | -6.7% | -24.4% | +17.7% | -1.5% |
| 3Y | +304.7% | +94.5% | +210.2% | +183.9% |
| 5Y | +513.1% | -9.4% | +522.5% | +362.7% |
| All | +1,311.6% | -1.1% | +1,312.8% | +922.5% |
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