-30.2%
NVD vs RNG
+179.4%
-209.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | +15.0% | -9.6% | +24.5% | +14.8% |
| 30D | +39.3% | -1.4% | +40.7% | +39.1% |
| 3M | +3.1% | +28.8% | -25.6% | +2.3% |
| 6M | -19.0% | +65.6% | -84.6% | -20.8% |
| YTD | -35.5% | +171.4% | -206.9% | -34.1% |
| 1Y | -30.2% | +185.3% | -215.5% | -22.2% |
| All | -30.2% | +179.4% | -209.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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