-54.2%
NVD vs RBA
-27.6%
-26.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.4% |
| 7D | +10.8% | +0.1% | +10.8% | +10.8% |
| 30D | +0.8% | -2.9% | +3.7% | +0.6% |
| 3M | -20.8% | -20.9% | +0.1% | -20.1% |
| 6M | -41.2% | -17.7% | -23.5% | -39.4% |
| YTD | -44.2% | -18.2% | -26.0% | -44.0% |
| 1Y | -54.2% | -29.1% | -25.1% | -50.4% |
| All | -54.2% | -27.6% | -26.5% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling