+1,266.3%
NVDL vs RBA
+76.5%
+1,189.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | -24.8% | +1.7% | -26.5% | -25.4% |
| 30D | -48.0% | +8.3% | -56.4% | -50.1% |
| 3M | -51.5% | +10.5% | -62.1% | -54.1% |
| 6M | -54.9% | -5.9% | -49.1% | -55.3% |
| YTD | -39.2% | -6.9% | -32.4% | -40.2% |
| 1Y | -41.1% | -4.9% | -36.3% | -43.0% |
| 3Y | +262.9% | +64.5% | +198.5% | +177.7% |
| All | +1,266.3% | +76.5% | +1,189.9% | +911.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling