-99.2%
NVD vs RUN
-37.1%
-62.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.4% | +1.4% |
| 7D | +0.5% | -1.8% | +2.3% | +0.4% |
| 30D | -9.3% | -10.8% | +1.6% | -10.1% |
| 3M | -22.1% | -30.2% | +8.1% | -24.0% |
| 6M | -45.8% | -22.3% | -23.5% | -46.3% |
| YTD | -46.7% | -52.2% | +5.5% | -48.5% |
| 1Y | -59.5% | -45.1% | -14.4% | -60.3% |
| 3Y | -99.2% | -37.1% | -62.1% | -99.1% |
| All | -99.2% | -37.1% | -62.1% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling