+14,551.4%
NVDA vs DG
+99.2%
+14,452.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -4.3% | -6.3% | +2.0% | -2.9% |
| 30D | +0.5% | +2.4% | -1.9% | -0.1% |
| 3M | +9.1% | +12.4% | -3.3% | +5.6% |
| 6M | +18.5% | -14.9% | +33.4% | +22.0% |
| YTD | +17.4% | -6.1% | +23.4% | +17.6% |
| 1Y | +23.4% | +17.9% | +5.6% | +15.8% |
| 3Y | +380.6% | +3.1% | +377.4% | +342.4% |
| 5Y | +875.7% | -38.7% | +914.4% | +1,005.0% |
| All | +14,551.4% | +99.2% | +14,452.2% | +10,991.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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