+5.8%
RDW vs NVT
+2.8%
+2.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.7% | +7.8% | +4.7% |
| 7D | -14.3% | -19.5% | +5.2% | +0.6% |
| 30D | -26.0% | -32.4% | +6.4% | -0.9% |
| 3M | -27.4% | -30.3% | +3.0% | -6.4% |
| 6M | -10.6% | -30.4% | +19.8% | +14.7% |
| YTD | +1.6% | +11.3% | -9.8% | -21.2% |
| All | +5.8% | +2.8% | +2.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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