+212.8%
RDDT vs NWSA
+15.5%
+197.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.3% |
| 7D | +2.1% | -2.8% | +4.9% | +5.3% |
| 30D | +2.8% | +3.0% | -0.2% | -0.4% |
| 3M | -8.9% | +12.3% | -21.3% | -20.8% |
| 6M | +15.1% | +21.9% | -6.8% | -9.2% |
| YTD | -31.4% | +13.6% | -44.9% | -41.2% |
| 1Y | -39.4% | +0.5% | -39.9% | -39.6% |
| All | +212.8% | +15.5% | +197.3% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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