-52.9%
NVO vs RDW
+241.5%
-294.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.0% |
| 7D | -7.6% | +0.9% | -8.4% | -7.6% |
| 30D | -6.0% | -21.3% | +15.3% | -5.0% |
| 3M | -0.8% | -37.9% | +37.1% | +1.2% |
| 6M | +16.5% | +12.3% | +4.2% | +13.6% |
| YTD | -11.1% | +39.7% | -50.9% | -14.5% |
| 1Y | -16.7% | +25.7% | -42.4% | -20.0% |
| 3Y | -52.9% | +230.8% | -283.8% | -55.8% |
| All | -52.9% | +241.5% | -294.4% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling