-8.6%
NVO vs RDW
+10.6%
-19.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +5.2% |
| 7D | +10.2% | -14.3% | +24.5% | +11.0% |
| 30D | +12.4% | -26.0% | +38.3% | +14.1% |
| 3M | -3.5% | -27.4% | +23.9% | -2.2% |
| 6M | -3.8% | -10.6% | +6.9% | -7.4% |
| YTD | -13.0% | +1.6% | -14.5% | -18.6% |
| All | -8.6% | +10.6% | -19.2% | -15.5% |
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