-61.4%
NVD vs RVTY
+57.1%
-118.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.5% |
| 7D | -11.1% | +1.1% | -12.2% | -10.7% |
| 30D | -13.3% | +13.2% | -26.5% | -9.9% |
| 3M | -19.8% | +27.2% | -47.1% | -13.3% |
| 6M | -48.8% | +32.4% | -81.2% | -43.0% |
| YTD | -49.7% | +34.9% | -84.5% | -44.3% |
| 1Y | -61.4% | +52.4% | -113.7% | -56.0% |
| All | -61.4% | +57.1% | -118.5% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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