-99.2%
NVD vs RSG
+57.2%
-156.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.5% | 0.0% | +0.6% | +0.5% |
| 30D | -9.3% | +3.7% | -12.9% | -9.8% |
| 3M | -22.1% | +6.2% | -28.2% | -22.5% |
| 6M | -45.8% | -2.8% | -43.0% | -46.8% |
| YTD | -46.7% | +5.9% | -52.6% | -46.8% |
| 1Y | -59.5% | -1.8% | -57.7% | -61.0% |
| 3Y | -99.2% | +57.5% | -156.7% | -99.1% |
| All | -99.2% | +57.2% | -156.4% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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