-99.2%
NVD vs RL
+211.8%
-311.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +2.9% |
| 7D | -7.7% | +1.9% | -9.5% | -6.1% |
| 30D | -5.8% | -12.2% | +6.4% | -16.3% |
| 3M | -23.2% | -6.6% | -16.6% | -27.2% |
| 6M | -49.7% | +3.2% | -52.9% | -46.6% |
| YTD | -47.7% | -1.3% | -46.4% | -46.2% |
| 1Y | -61.3% | +13.6% | -74.9% | -53.5% |
| 3Y | -99.2% | +210.9% | -310.1% | -97.6% |
| All | -99.2% | +211.8% | -311.0% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling