-39.8%
NVDL vs RAM
-78.4%
+38.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -2.5% |
| 7D | -24.8% | +15.2% | -40.0% | -27.8% |
| 30D | -48.0% | -36.5% | -11.6% | -43.0% |
| 3M | -51.5% | -54.6% | +3.1% | -43.7% |
| All | -39.8% | -78.4% | +38.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling