+384.2%
NVDA vs DBX
+25.2%
+359.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | +0.4% | +2.8% | -2.5% | -0.4% |
| 3M | +9.0% | +26.8% | -17.8% | +2.3% |
| 6M | +18.3% | +32.8% | -14.4% | +8.8% |
| YTD | +17.2% | +26.1% | -8.9% | +9.5% |
| 1Y | +23.3% | +14.1% | +9.2% | +18.6% |
| All | +384.2% | +25.2% | +359.1% | +323.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling