+202.9%
NOK vs RDW
-0.7%
+203.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +5.0% |
| 7D | +11.0% | +0.9% | +10.1% | +10.9% |
| 30D | +7.8% | -21.3% | +29.1% | +9.8% |
| 3M | -21.0% | -37.9% | +16.9% | -18.8% |
| 6M | +40.9% | +12.3% | +28.6% | +37.7% |
| YTD | +72.0% | +39.7% | +32.3% | +63.8% |
| 1Y | +140.9% | +25.7% | +115.2% | +128.6% |
| 3Y | +194.3% | +230.8% | -36.6% | +138.9% |
| 5Y | +112.5% | -8.8% | +121.3% | +66.6% |
| All | +202.9% | -0.7% | +203.7% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling