+258.4%
NVDA vs DLR
+55.0%
+203.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | -13.2% | -2.0% | -11.2% | -12.0% |
| 30D | -23.2% | +0.5% | -23.8% | -23.5% |
| 3M | -20.0% | -4.4% | -15.6% | -17.9% |
| 6M | -20.6% | -6.4% | -14.2% | -18.1% |
| YTD | -6.6% | +19.5% | -26.1% | -19.2% |
| 1Y | -9.8% | +10.5% | -20.4% | -17.7% |
| All | +258.4% | +55.0% | +203.3% | +164.1% |
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