-99.2%
NVD vs RNG
+145.4%
-244.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.2% | +3.0% |
| 7D | -7.7% | -0.8% | -6.8% | -7.7% |
| 30D | -5.8% | +11.4% | -17.2% | -3.6% |
| 3M | -23.2% | +72.1% | -95.3% | -14.2% |
| 6M | -49.7% | +67.9% | -117.7% | -43.6% |
| YTD | -47.7% | +144.3% | -192.0% | -33.4% |
| 1Y | -61.3% | +117.5% | -178.9% | -52.4% |
| 3Y | -99.2% | +123.9% | -223.1% | -98.8% |
| All | -99.2% | +145.4% | -244.6% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling