-99.2%
NVD vs RBA
+50.9%
-150.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.2% |
| 7D | -11.1% | -2.9% | -8.2% | -12.4% |
| 30D | -13.3% | -12.3% | -1.0% | -19.0% |
| 3M | -19.8% | -20.5% | +0.7% | -28.6% |
| 6M | -48.8% | -18.5% | -30.2% | -53.0% |
| YTD | -49.7% | -18.2% | -31.4% | -53.2% |
| 1Y | -61.4% | -27.5% | -33.9% | -67.6% |
| 3Y | -99.1% | +38.1% | -137.2% | -98.8% |
| All | -99.2% | +50.9% | -150.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling