-2.6%
NVO vs RDW
-7.2%
+4.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -6.8% | -0.4% | -6.4% | -6.8% |
| 30D | -4.1% | -22.8% | +18.6% | -2.9% |
| 3M | +0.3% | -30.6% | +30.9% | +1.7% |
| 6M | +20.2% | +9.4% | +10.8% | +17.3% |
| YTD | -10.3% | +38.0% | -48.4% | -14.0% |
| 1Y | -16.9% | +20.7% | -37.6% | -20.3% |
| 3Y | -50.9% | +154.6% | -205.5% | -56.7% |
| 5Y | -2.6% | -1.7% | -0.9% | -11.8% |
| All | -2.6% | -7.2% | +4.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling