+243.7%
RDW vs NVD
-99.1%
+342.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.2% |
| 7D | +0.9% | +10.8% | -10.0% | +3.8% |
| 30D | -21.3% | +0.8% | -22.0% | -20.4% |
| 3M | -37.9% | -20.8% | -17.0% | -39.8% |
| 6M | +12.3% | -41.2% | +53.4% | +4.1% |
| YTD | +39.7% | -44.2% | +83.9% | +30.7% |
| 1Y | +25.7% | -54.2% | +79.8% | +14.6% |
| 3Y | +230.8% | -99.1% | +330.0% | +93.3% |
| All | +243.7% | -99.1% | +342.8% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling