-98.6%
NVD vs RL
+261.5%
-360.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.9% | +8.4% |
| 7D | +17.0% | +2.4% | +14.6% | +18.7% |
| 30D | +77.3% | +4.6% | +72.7% | +84.4% |
| 3M | +61.6% | -1.1% | +62.7% | +59.3% |
| 6M | +40.7% | +16.5% | +24.1% | +62.0% |
| YTD | -10.5% | +11.4% | -21.9% | +2.2% |
| 1Y | -6.1% | +16.1% | -22.2% | +11.7% |
| 3Y | -98.4% | +252.6% | -351.0% | -94.5% |
| All | -98.6% | +261.5% | -360.1% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling