-99.2%
NVD vs RGEN
+2.1%
-101.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +3.9% | +1.1% |
| 7D | +0.5% | -4.6% | +5.1% | -1.3% |
| 30D | -9.3% | +1.2% | -10.4% | -8.5% |
| 3M | -22.1% | +26.8% | -48.9% | -13.6% |
| 6M | -45.8% | +29.1% | -74.9% | -38.7% |
| YTD | -46.7% | +0.7% | -47.4% | -45.2% |
| 1Y | -59.5% | +39.1% | -98.5% | -51.3% |
| All | -99.2% | +2.1% | -101.3% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling