-99.1%
NVD vs RRC
+32.9%
-132.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.6% |
| 7D | +9.0% | -1.2% | +10.2% | +8.5% |
| 30D | -5.5% | +3.0% | -8.4% | -4.3% |
| 3M | -24.6% | +7.3% | -31.9% | -22.8% |
| 6M | -42.1% | +3.6% | -45.6% | -41.6% |
| YTD | -44.3% | +19.4% | -63.7% | -38.4% |
| 1Y | -54.2% | +21.4% | -75.6% | -48.2% |
| 3Y | -99.1% | +32.8% | -131.9% | -98.9% |
| All | -99.1% | +32.9% | -132.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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