-99.2%
NVD vs ROP
-18.3%
-80.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.2% |
| 7D | +0.5% | -6.1% | +6.6% | -2.5% |
| 30D | -9.3% | -3.4% | -5.9% | -10.7% |
| 3M | -22.1% | +16.7% | -38.8% | -15.0% |
| 6M | -45.8% | +8.1% | -53.9% | -44.8% |
| YTD | -46.7% | -11.7% | -35.0% | -56.6% |
| 1Y | -59.5% | -24.2% | -35.2% | -73.3% |
| 3Y | -99.2% | -19.0% | -80.2% | -99.3% |
| All | -99.2% | -18.3% | -80.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling