-20.1%
NVDL vs RSG
+19.5%
-39.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.0% | -7.1% | -4.7% |
| 7D | -14.0% | +5.1% | -19.2% | -7.9% |
| 30D | -31.2% | +15.3% | -46.5% | -16.7% |
| 3M | -15.5% | +18.6% | -34.1% | +5.5% |
| 6M | -10.3% | +19.5% | -29.8% | +14.0% |
| YTD | -5.8% | +17.2% | -23.0% | +19.3% |
| 1Y | -20.1% | +19.6% | -39.6% | +3.5% |
| All | -20.1% | +19.5% | -39.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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