-20.1%
NVDL vs RVTY
+74.0%
-94.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.6% | -5.3% |
| 7D | -14.0% | -3.6% | -10.5% | -13.0% |
| 30D | -31.2% | +1.4% | -32.5% | -31.4% |
| 3M | -15.5% | +43.2% | -58.7% | -23.4% |
| 6M | -10.3% | +84.5% | -94.8% | -25.2% |
| YTD | -5.8% | +65.2% | -71.0% | -16.5% |
| 1Y | -20.1% | +74.3% | -94.4% | -27.8% |
| All | -20.1% | +74.0% | -94.1% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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