-20.1%
NVDL vs RNG
+179.4%
-199.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.1% |
| 7D | -14.0% | -9.6% | -4.5% | -13.9% |
| 30D | -31.2% | -1.4% | -29.8% | -31.1% |
| 3M | -15.5% | +28.8% | -44.3% | -14.9% |
| 6M | -10.3% | +65.6% | -75.9% | -8.3% |
| YTD | -5.8% | +171.4% | -177.2% | -7.7% |
| 1Y | -20.1% | +185.3% | -205.4% | -28.1% |
| All | -20.1% | +179.4% | -199.5% | -28.1% |
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