+14,546.7%
NVDA vs DGX
+255.3%
+14,291.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | -2.5% | -1.2% | -1.3% | -2.1% |
| 3M | +6.7% | +15.8% | -9.1% | +0.6% |
| 6M | +17.6% | +18.2% | -0.6% | +9.5% |
| YTD | +17.3% | +37.2% | -19.9% | +2.2% |
| 1Y | +23.5% | +30.4% | -6.8% | +9.3% |
| 3Y | +384.6% | +96.7% | +287.9% | +237.0% |
| 5Y | +875.4% | +67.2% | +808.2% | +630.7% |
| All | +14,546.7% | +255.3% | +14,291.4% | +7,638.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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