-99.1%
NVD vs ROP
-18.6%
-80.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +4.9% | +4.2% |
| 7D | +9.0% | -8.0% | +17.0% | +4.7% |
| 30D | -5.5% | -2.7% | -2.7% | -6.6% |
| 3M | -24.6% | +16.6% | -41.2% | -17.7% |
| 6M | -42.1% | +10.4% | -52.4% | -39.7% |
| YTD | -44.3% | -12.1% | -32.3% | -54.8% |
| 1Y | -54.2% | -23.6% | -30.6% | -69.3% |
| 3Y | -99.1% | -19.3% | -79.8% | -99.3% |
| All | -99.1% | -18.6% | -80.5% | -99.3% |
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