+230.8%
RDW vs NVTS
+38.1%
+192.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -3.3% |
| 7D | +0.9% | -1.4% | +2.3% | +1.2% |
| 30D | -21.3% | -16.5% | -4.8% | -18.1% |
| 3M | -37.9% | -47.6% | +9.8% | -28.5% |
| 6M | +12.3% | +7.3% | +5.0% | +10.6% |
| YTD | +39.7% | +62.9% | -23.1% | +28.1% |
| 1Y | +25.7% | +91.3% | -65.6% | +9.9% |
| 3Y | +230.8% | +43.4% | +187.4% | +193.6% |
| All | +230.8% | +38.1% | +192.7% | +193.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling