+140.7%
RNG vs NVDX
+772.1%
-631.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -6.1% | -10.2% | +4.1% | -5.4% |
| 30D | +9.6% | -7.3% | +16.9% | +10.0% |
| 3M | +83.3% | +5.5% | +77.8% | +81.4% |
| 6M | +77.9% | +18.3% | +59.7% | +73.5% |
| YTD | +139.9% | +11.4% | +128.5% | +133.7% |
| 1Y | +121.7% | +12.7% | +109.0% | +114.5% |
| All | +140.7% | +772.1% | -631.4% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling