+2,672.5%
NVDL vs RBA
+51.9%
+2,620.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.0% |
| 7D | +7.3% | -1.1% | +8.3% | +7.9% |
| 30D | -0.7% | -13.2% | +12.5% | +6.2% |
| 3M | +9.5% | -21.4% | +30.8% | +19.4% |
| 6M | +41.6% | -20.9% | +62.5% | +53.8% |
| YTD | +23.3% | -19.9% | +43.2% | +31.0% |
| 1Y | +40.3% | -28.7% | +69.0% | +60.2% |
| 3Y | +692.2% | +27.4% | +664.8% | +572.8% |
| All | +2,672.5% | +51.9% | +2,620.7% | +2,116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling