+212.8%
RDDT vs NVS
+52.1%
+160.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.5% |
| 7D | +2.1% | -14.3% | +16.4% | -0.8% |
| 30D | +2.8% | -10.0% | +12.8% | +1.5% |
| 3M | -8.9% | -10.9% | +1.9% | -10.1% |
| 6M | +15.1% | -12.0% | +27.0% | +12.7% |
| YTD | -31.4% | +2.5% | -33.9% | -28.6% |
| 1Y | -39.4% | +10.7% | -50.1% | -35.0% |
| All | +212.8% | +52.1% | +160.7% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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