+208.0%
RDDT vs NVTS
+132.8%
+75.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.9% | +10.0% | +6.4% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | -0.5% | -18.0% | +17.5% | +1.0% |
| 3M | -9.8% | -45.6% | +35.8% | -6.2% |
| 6M | +15.8% | +28.5% | -12.6% | +10.6% |
| YTD | -32.4% | +56.2% | -88.6% | -36.8% |
| 1Y | -40.0% | +97.7% | -137.7% | -45.2% |
| All | +208.0% | +132.8% | +75.2% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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