+3,697.7%
NVDA vs DBX
+20.9%
+3,676.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.9% |
| 7D | -4.3% | -1.8% | -2.5% | -3.5% |
| 30D | +0.5% | +2.8% | -2.3% | -1.2% |
| 3M | +9.1% | +26.8% | -17.7% | -4.4% |
| 6M | +18.5% | +32.8% | -14.3% | -0.6% |
| YTD | +17.4% | +26.1% | -8.7% | +0.8% |
| 1Y | +23.4% | +14.1% | +9.3% | +10.5% |
| 3Y | +380.6% | +25.7% | +354.9% | +288.0% |
| 5Y | +875.7% | +11.2% | +864.6% | +728.0% |
| All | +3,697.7% | +20.9% | +3,676.8% | +2,500.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling