-42.1%
NVD vs RRX
-19.6%
-22.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +3.6% |
| 7D | +9.0% | -3.7% | +12.8% | +7.3% |
| 30D | -5.5% | -9.3% | +3.8% | -9.0% |
| 3M | -24.6% | -21.8% | -2.8% | -29.5% |
| 6M | -42.1% | -22.0% | -20.1% | -43.1% |
| All | -42.1% | -19.6% | -22.4% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling