+2,490.2%
NVDL vs RDW
+398.6%
+2,091.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -10.3% | +0.9% | -11.2% | -10.6% |
| 30D | -7.1% | -21.3% | +14.2% | -2.5% |
| 3M | +6.6% | -37.9% | +44.4% | +15.9% |
| 6M | +21.1% | +12.3% | +8.8% | +11.2% |
| YTD | +15.2% | +39.7% | -24.5% | -2.3% |
| 1Y | +18.8% | +25.7% | -6.9% | 0.0% |
| 3Y | +649.9% | +230.8% | +419.1% | +405.7% |
| All | +2,490.2% | +398.6% | +2,091.6% | +1,440.4% |
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