+15.8%
RDW vs NVD
-51.9%
+67.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | +1.5% |
| 7D | -0.4% | +18.3% | -18.7% | +6.7% |
| 30D | -22.8% | +9.0% | -31.7% | -18.8% |
| 3M | -30.6% | -15.1% | -15.5% | -32.1% |
| 6M | +9.4% | -40.9% | +50.3% | -2.6% |
| YTD | +38.0% | -40.4% | +78.4% | +24.6% |
| All | +15.8% | -51.9% | +67.7% | +2.7% |
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