+911.9%
NVDA vs DLR
+40.9%
+870.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.3% | +2.9% | -3.2% | -2.3% |
| 30D | +2.8% | -1.2% | +4.0% | +3.6% |
| 3M | +7.4% | +2.9% | +4.5% | +4.0% |
| 6M | +22.6% | +6.7% | +15.9% | +15.1% |
| YTD | +20.1% | +23.9% | -3.8% | +1.0% |
| 1Y | +31.2% | +18.6% | +12.5% | +13.0% |
| 3Y | +391.7% | +59.7% | +332.0% | +235.5% |
| 5Y | +911.9% | +42.1% | +869.8% | +616.7% |
| All | +911.9% | +40.9% | +870.9% | +616.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling