-99.1%
NVD vs RRX
+8.7%
-107.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +3.4% |
| 7D | +9.0% | -3.7% | +12.8% | +6.8% |
| 30D | -5.5% | -9.3% | +3.8% | -10.1% |
| 3M | -24.6% | -21.8% | -2.8% | -32.1% |
| 6M | -42.1% | -22.0% | -20.1% | -46.0% |
| YTD | -44.3% | +11.9% | -56.3% | -33.8% |
| 1Y | -54.2% | +11.6% | -65.8% | -44.8% |
| 3Y | -99.1% | +2.2% | -101.3% | -98.8% |
| All | -99.1% | +8.7% | -107.8% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling