+22.9%
NVDL vs RRX
-19.6%
+42.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -3.8% |
| 7D | -8.7% | -3.7% | -4.9% | -7.1% |
| 30D | -1.3% | -9.3% | +8.0% | +3.0% |
| 3M | +11.4% | -21.8% | +33.1% | +21.4% |
| 6M | +22.9% | -22.0% | +44.9% | +30.1% |
| All | +22.9% | -19.6% | +42.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 6mo: compounded portfolio wealth divided by compounded RRX 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…
6mo analysis · Full analysis span regression · 6 months rolling