+28.3%
RDW vs NVD
-61.9%
+90.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.0% |
| 7D | -3.1% | -11.1% | +8.0% | -7.5% |
| 30D | -1.8% | -13.3% | +11.5% | -5.6% |
| 3M | -50.9% | -19.8% | -31.0% | -52.5% |
| 6M | +13.5% | -48.8% | +62.3% | -3.9% |
| YTD | +38.6% | -49.7% | +88.2% | +17.5% |
| 1Y | +28.3% | -61.4% | +89.6% | +10.7% |
| All | +28.3% | -61.9% | +90.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling