If you're talking about when you first logon, there is always a delay of
anywhere upto 10 seconds (approx) before the dashboard loads up. This is (I
have been led to believe) due to the fact that Sharepoint goes through
thousands of documents determining your specific access rights, it then
caches this data so that when you open other dashboards it zips along quite
nicely.
After 20 minutes or so of inactivity the cache times out, so that when the
user clicks on another dashboard it will again take 10 seconds or so for it
to load  up. The cache settings can of course be modified, so that the figure
of 20 minutes can be extended, but as far as I'm aware there is no way to
prevent a delay on initial load-up, (though of course there may be ways to
shave a second or two off this time). I understand that mounting the WSS on
it's own drive should improve performance, but by how much I couldn't say.
If anyone knows of some other performance  tweaks to help speed up startup
then I for one, would love to know them.

By default, web parts cache for 15 minutes at a time. If you are running
SPS SP1 you can do whole page  caching as long as you don't have
personalized web parts. Best practice is to not have personalized web
parts on the company portal home  page so it is a good candidate for
this. You can then set the cache time  to something as big as your data
will allow... 86400 would be a whole day.

If this is the result of a problem, I have seen this happen if DNS is
not configured correctly on the client. Win2k and WinXP are more
forgiving of config problems than Win9x or NT4.

You can also configure different web parts to different cache times. Make
sure to set the less dynamic items to the longer cache time  to improve the
overall performance. And minimize (or eliminate if at all possible) the
personalized web parts, they are the biggest support time-eaters.