+11.1%
RDW vs NVTS
-9.1%
+20.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.0% | -13.9% | -9.6% |
| 7D | -14.3% | -0.3% | -14.0% | -14.6% |
| 30D | -26.0% | -24.4% | -1.6% | -15.4% |
| 3M | -27.4% | -26.5% | -0.9% | -16.3% |
| 6M | -10.6% | -41.4% | +30.7% | +9.1% |
| YTD | +1.6% | +30.7% | -29.1% | -20.6% |
| 1Y | +11.1% | -10.8% | +21.9% | -8.5% |
| All | +11.1% | -9.1% | +20.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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