+40.6%
NVDL vs RNG
+144.7%
-104.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.6% |
| 7D | +11.7% | +5.8% | +5.9% | +11.7% |
| 30D | +7.8% | +19.6% | -11.8% | +8.0% |
| 3M | +3.3% | +67.0% | -63.7% | +4.3% |
| 6M | +38.9% | +88.4% | -49.5% | +40.2% |
| YTD | +28.5% | +155.5% | -127.0% | +25.0% |
| 1Y | +40.6% | +141.7% | -101.1% | +34.2% |
| All | +40.6% | +144.7% | -104.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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