-61.4%
NVD vs RRX
+14.9%
-76.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.3% |
| 7D | -11.1% | +3.4% | -14.6% | -9.8% |
| 30D | -13.3% | -11.1% | -2.1% | -16.7% |
| 3M | -19.8% | -23.7% | +3.9% | -25.1% |
| 6M | -48.8% | -22.0% | -26.8% | -49.7% |
| YTD | -49.7% | +16.5% | -66.1% | -44.5% |
| 1Y | -61.4% | +11.5% | -72.9% | -58.2% |
| All | -61.4% | +14.9% | -76.3% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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