-99.2%
NVD vs RRC
+33.3%
-132.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.8% |
| 7D | -11.1% | +1.3% | -12.4% | -10.6% |
| 30D | -13.3% | +10.1% | -23.4% | -9.5% |
| 3M | -19.8% | +4.0% | -23.8% | -19.2% |
| 6M | -48.8% | +1.6% | -50.4% | -49.0% |
| YTD | -49.7% | +19.7% | -69.4% | -44.2% |
| 1Y | -61.4% | +21.4% | -82.8% | -56.3% |
| 3Y | -99.1% | +29.7% | -128.8% | -98.9% |
| All | -99.2% | +33.3% | -132.5% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling