-99.1%
NVD vs RBA
+45.4%
-144.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.4% | +4.0% |
| 7D | +9.0% | -3.3% | +12.3% | +7.2% |
| 30D | -5.5% | -9.8% | +4.3% | -10.4% |
| 3M | -24.6% | -23.5% | -1.2% | -34.2% |
| 6M | -42.1% | -21.5% | -20.5% | -47.9% |
| YTD | -44.3% | -21.2% | -23.2% | -49.2% |
| 1Y | -54.2% | -30.2% | -24.0% | -62.3% |
| 3Y | -99.1% | +25.3% | -124.4% | -98.8% |
| All | -99.1% | +45.4% | -144.6% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling