-99.2%
NVD vs RVMD
+597.1%
-696.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.5% | -0.7% | +1.3% | +0.4% |
| 30D | -9.3% | +0.3% | -9.6% | -9.0% |
| 3M | -22.1% | +38.9% | -61.0% | -14.4% |
| 6M | -45.8% | +108.1% | -153.9% | -32.4% |
| YTD | -46.7% | +160.7% | -207.5% | -27.6% |
| 1Y | -59.5% | +407.3% | -466.7% | -30.4% |
| 3Y | -99.2% | +546.6% | -645.7% | -98.4% |
| All | -99.2% | +597.1% | -696.3% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling