+474.2%
NVDA vs DT
-39.8%
+514.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.1% |
| 7D | -13.2% | -5.4% | -7.8% | -10.7% |
| 30D | -23.2% | -32.2% | +9.0% | -8.5% |
| 3M | -20.0% | -10.9% | -9.1% | -17.1% |
| 6M | -20.6% | +10.0% | -30.6% | -28.0% |
| YTD | -6.6% | +2.1% | -8.7% | -13.5% |
| 1Y | -9.8% | -5.5% | -4.3% | -13.0% |
| 3Y | +260.5% | -12.4% | +272.9% | +249.7% |
| 5Y | +474.2% | -39.7% | +513.9% | +574.1% |
| All | +474.2% | -39.8% | +514.0% | +574.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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