+12.3%
RDW vs NVTS
+33.4%
-21.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -4.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.5% |
| 30D | -21.3% | -16.5% | -4.8% | -14.1% |
| 3M | -37.9% | -47.6% | +9.8% | -16.5% |
| 6M | +12.3% | +7.3% | +5.0% | -0.9% |
| All | +12.3% | +33.4% | -21.1% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling