Largest distortion +0.198 on 2014-10-06 · typical |error| 0.008 · days off by more than 0.05: 11%
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riskstat-v1 · Both lines are the same metric; only the normalisation window differs. The dashed line scores every past day against extremes set years later, so it draws 2015 using 2021's range — a value nobody could have computed at the time. It renders fine and it is a lie. The two converge once the expanding window has seen both extremes, which is why the error is concentrated in the early record and cannot be checked on recent data.
Largest distortion +0.198 on 2014-10-06 · typical |error| 0.008 · days off by more than 0.05: 11%
Every value plotted for a past date could have been computed on that date. Normalised series expand their window rather than scaling against the full history, so nothing here is drawn using information that did not exist yet — which is also why the early years of a normalised series are dropped rather than shown against a range of one.