+2.0%
RDW vs NOC
+88.9%
-86.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | -21.3% | -9.7% | -11.6% | -18.8% |
| 3M | -37.9% | -5.6% | -32.2% | -36.8% |
| 6M | +12.3% | -28.6% | +40.8% | +23.3% |
| YTD | +39.7% | -7.9% | +47.6% | +45.7% |
| 1Y | +25.7% | -9.5% | +35.2% | +31.6% |
| 3Y | +230.8% | +28.4% | +202.5% | +238.7% |
| 5Y | -8.8% | +59.0% | -67.7% | -4.3% |
| All | +2.0% | +88.9% | -86.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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