-99.2%
NVD vs RL
+209.6%
-308.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | -0.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | -9.3% | -17.5% | +8.2% | -23.4% |
| 3M | -22.1% | -14.0% | -8.1% | -31.2% |
| 6M | -45.8% | -2.0% | -43.8% | -45.0% |
| YTD | -46.7% | -4.6% | -42.1% | -46.7% |
| 1Y | -59.5% | +9.5% | -69.0% | -52.7% |
| 3Y | -99.2% | +200.5% | -299.6% | -97.5% |
| All | -99.2% | +209.6% | -308.8% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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