-98.5%
NVD vs ROP
+0.8%
-99.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +4.0% |
| 7D | +28.6% | +0.7% | +27.9% | +28.9% |
| 30D | +73.6% | +28.8% | +44.8% | +90.7% |
| 3M | +70.1% | +21.1% | +49.0% | +81.3% |
| 6M | +53.6% | +52.5% | +1.0% | +89.5% |
| YTD | -7.0% | +8.9% | -15.9% | -18.7% |
| 1Y | -9.0% | +8.2% | -17.2% | -21.4% |
| 3Y | -98.3% | -5.2% | -93.2% | -98.6% |
| All | -98.5% | +0.8% | -99.3% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling