-99.2%
NVD vs RGEN
+4.7%
-103.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +4.1% |
| 7D | -7.7% | -0.9% | -6.8% | -8.0% |
| 30D | -5.8% | +2.8% | -8.6% | -4.4% |
| 3M | -23.2% | +34.5% | -57.7% | -12.8% |
| 6M | -49.7% | +40.5% | -90.2% | -40.9% |
| YTD | -47.7% | +2.8% | -50.5% | -45.8% |
| 1Y | -61.3% | +39.6% | -101.0% | -53.5% |
| 3Y | -99.2% | +4.4% | -103.6% | -99.1% |
| All | -99.2% | +4.7% | -103.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling