+396.3%
NVDA vs DLR
+57.6%
+338.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.4% |
| 7D | +3.8% | +3.4% | +0.4% | +1.8% |
| 30D | +0.8% | -2.2% | +3.0% | +2.2% |
| 3M | +8.2% | +4.7% | +3.5% | +4.1% |
| 6M | +27.1% | +9.0% | +18.1% | +18.4% |
| YTD | +21.2% | +24.1% | -3.0% | +3.2% |
| 1Y | +34.3% | +20.9% | +13.4% | +15.5% |
| 3Y | +396.3% | +60.0% | +336.2% | +269.3% |
| All | +396.3% | +57.6% | +338.7% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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