+118.0%
NOK vs RDW
+24.9%
+93.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.1% | +2.5% |
| 7D | -1.8% | -3.1% | +1.4% | -1.5% |
| 30D | +4.7% | -1.8% | +6.5% | +4.7% |
| 3M | -39.7% | -50.9% | +11.2% | -38.1% |
| 6M | +23.1% | +13.5% | +9.6% | +22.6% |
| YTD | +55.0% | +38.6% | +16.5% | +55.6% |
| 1Y | +118.0% | +28.3% | +89.8% | +112.6% |
| All | +118.0% | +24.9% | +93.1% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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