+2,494.8%
NVDL vs RNG
+74.7%
+2,420.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.5% |
| 7D | -8.7% | -9.6% | +0.9% | -6.5% |
| 30D | -1.3% | +8.8% | -10.1% | -3.3% |
| 3M | +11.4% | +78.6% | -67.3% | -5.2% |
| 6M | +22.9% | +70.3% | -47.4% | +4.5% |
| YTD | +15.4% | +140.3% | -124.9% | -15.2% |
| 1Y | +18.8% | +126.6% | -107.9% | -11.4% |
| 3Y | +641.4% | +120.2% | +521.2% | +430.4% |
| All | +2,494.8% | +74.7% | +2,420.0% | +1,687.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling