-54.2%
NVD vs RL
+9.4%
-63.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.6% |
| 7D | +9.0% | -2.2% | +11.2% | +8.2% |
| 30D | -5.5% | -15.3% | +9.9% | -11.5% |
| 3M | -24.6% | -10.3% | -14.3% | -27.4% |
| 6M | -42.1% | -2.2% | -39.8% | -40.5% |
| YTD | -44.3% | -4.3% | -40.0% | -42.8% |
| 1Y | -54.2% | +8.9% | -63.0% | -46.9% |
| All | -54.2% | +9.4% | -63.5% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling