-98.5%
NVD vs RRC
+64.8%
-163.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +4.2% |
| 7D | +28.6% | +6.4% | +22.2% | +31.7% |
| 30D | +73.6% | +23.9% | +49.8% | +90.8% |
| 3M | +70.1% | +30.2% | +39.9% | +91.1% |
| 6M | +53.6% | +26.3% | +27.3% | +68.9% |
| YTD | -7.0% | +48.1% | -55.1% | +13.2% |
| 1Y | -9.0% | +37.7% | -46.7% | +5.7% |
| 3Y | -98.3% | +60.3% | -158.6% | -97.7% |
| All | -98.5% | +64.8% | -163.4% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling