-61.4%
NVD vs RUN
-46.2%
-15.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.5% |
| 7D | -11.1% | +1.3% | -12.4% | -10.7% |
| 30D | -13.3% | -15.3% | +2.0% | -15.9% |
| 3M | -19.8% | -40.0% | +20.2% | -26.8% |
| 6M | -48.8% | -27.0% | -21.8% | -50.4% |
| YTD | -49.7% | -51.7% | +2.0% | -53.7% |
| 1Y | -61.4% | -45.9% | -15.5% | -63.2% |
| All | -61.4% | -46.2% | -15.2% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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