-54.2%
NVD vs RRC
+24.3%
-78.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.4% |
| 7D | +9.0% | -1.2% | +10.2% | +9.3% |
| 30D | -5.5% | +3.0% | -8.4% | -6.0% |
| 3M | -24.6% | +7.3% | -31.9% | -25.9% |
| 6M | -42.1% | +3.6% | -45.6% | -42.2% |
| YTD | -44.3% | +19.4% | -63.7% | -43.7% |
| 1Y | -54.2% | +21.4% | -75.6% | -55.4% |
| All | -54.2% | +24.3% | -78.5% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling