-99.2%
NVD vs RRC
+31.0%
-130.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.7% |
| 7D | +0.5% | -1.7% | +2.3% | -0.3% |
| 30D | -9.3% | +3.6% | -12.9% | -7.9% |
| 3M | -22.1% | +8.8% | -30.9% | -19.6% |
| 6M | -45.8% | +0.8% | -46.6% | -46.3% |
| YTD | -46.7% | +19.0% | -65.7% | -41.0% |
| 1Y | -59.5% | +22.9% | -82.4% | -53.6% |
| All | -99.2% | +31.0% | -130.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling