+474.2%
NVDA vs DLR
+39.4%
+434.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | -13.2% | -2.0% | -11.2% | -11.9% |
| 30D | -23.2% | +0.5% | -23.8% | -23.6% |
| 3M | -20.0% | -4.4% | -15.6% | -17.7% |
| 6M | -20.6% | -6.4% | -14.2% | -18.2% |
| YTD | -6.6% | +19.5% | -26.1% | -20.0% |
| 1Y | -9.8% | +10.5% | -20.4% | -18.3% |
| 3Y | +260.5% | +54.0% | +206.5% | +149.8% |
| 5Y | +474.2% | +39.7% | +434.5% | +296.9% |
| All | +474.2% | +39.4% | +434.8% | +296.9% |
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