+2,732.2%
NVDA vs DBX
+15.6%
+2,716.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.7% | -3.3% | -9.5% | -11.4% |
| 30D | -26.4% | -5.9% | -20.5% | -24.5% |
| 3M | -27.6% | -6.7% | -21.0% | -26.1% |
| 6M | -27.7% | +28.0% | -55.7% | -37.9% |
| YTD | -12.5% | +20.6% | -33.1% | -24.0% |
| 1Y | -12.6% | +10.3% | -22.9% | -20.8% |
| 3Y | +235.9% | +24.0% | +211.9% | +169.4% |
| 5Y | +438.2% | +24.2% | +414.0% | +332.7% |
| All | +2,732.2% | +15.6% | +2,716.6% | +1,860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling