-30.2%
NVD vs RVMD
+244.4%
-274.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +6.9% |
| 7D | +15.0% | +5.8% | +9.1% | +16.0% |
| 30D | +39.3% | -3.8% | +43.1% | +38.7% |
| 3M | +3.1% | +3.2% | -0.1% | +3.9% |
| 6M | -19.0% | +35.0% | -54.0% | -14.7% |
| YTD | -35.5% | +150.7% | -186.2% | -26.1% |
| 1Y | -30.2% | +241.0% | -271.2% | -12.2% |
| All | -30.2% | +244.4% | -274.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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