+212.8%
RDDT vs NVDL
+132.4%
+80.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +2.1% | -10.3% | +12.5% | +4.9% |
| 30D | +2.8% | -7.1% | +9.9% | +4.1% |
| 3M | -8.9% | +6.6% | -15.5% | -12.4% |
| 6M | +15.1% | +21.1% | -6.0% | +5.2% |
| YTD | -31.4% | +15.2% | -46.6% | -37.4% |
| 1Y | -39.4% | +18.8% | -58.2% | -46.2% |
| All | +212.8% | +132.4% | +80.4% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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