-98.5%
NVD vs RL
+257.4%
-355.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.0% |
| 7D | +28.6% | +2.6% | +26.0% | +30.9% |
| 30D | +73.6% | +2.9% | +70.7% | +78.4% |
| 3M | +70.1% | 0.0% | +70.1% | +69.4% |
| 6M | +53.6% | +17.1% | +36.5% | +78.2% |
| YTD | -7.0% | +10.1% | -17.1% | +5.3% |
| 1Y | -9.0% | +17.3% | -26.3% | +9.7% |
| 3Y | -98.3% | +249.3% | -347.7% | -94.3% |
| All | -98.5% | +257.4% | -355.9% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling