+2,672.5%
NVDL vs RRC
+58.0%
+2,614.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +7.3% | -1.2% | +8.5% | +7.8% |
| 30D | -0.7% | +9.4% | -10.1% | -4.4% |
| 3M | +9.5% | +7.4% | +2.1% | +5.2% |
| 6M | +41.6% | +1.5% | +40.2% | +37.9% |
| YTD | +23.3% | +19.4% | +3.9% | +10.4% |
| 1Y | +40.3% | +24.2% | +16.1% | +21.1% |
| 3Y | +692.2% | +32.8% | +659.4% | +602.3% |
| All | +2,672.5% | +58.0% | +2,614.5% | +2,212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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