+2.0%
RDW vs NTR
+74.3%
-72.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +0.9% | -1.3% | +2.1% | +1.3% |
| 30D | -21.3% | +16.8% | -38.1% | -25.9% |
| 3M | -37.9% | +20.7% | -58.6% | -42.9% |
| 6M | +12.3% | +0.5% | +11.7% | +10.4% |
| YTD | +39.7% | +29.2% | +10.5% | +23.8% |
| 1Y | +25.7% | +39.6% | -13.9% | +7.1% |
| 3Y | +230.8% | +37.9% | +193.0% | +181.5% |
| 5Y | -8.8% | +47.1% | -55.8% | -24.5% |
| All | +2.0% | +74.3% | -72.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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