+5,528.7%
NVDA vs DT
+103.5%
+5,425.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.6% |
| 7D | +5.9% | -3.3% | +9.2% | +7.4% |
| 30D | +5.1% | +2.0% | +3.0% | +3.6% |
| 3M | +5.4% | +20.0% | -14.6% | -5.1% |
| 6M | +26.0% | +39.3% | -13.3% | +2.7% |
| YTD | +23.7% | +19.8% | +3.9% | +8.0% |
| 1Y | +34.4% | +4.3% | +30.1% | +25.0% |
| 3Y | +375.8% | +7.7% | +368.1% | +322.6% |
| 5Y | +911.8% | -26.8% | +938.6% | +935.1% |
| All | +5,528.7% | +103.5% | +5,425.2% | +3,294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling