+230.8%
RDW vs NXT
+90.7%
+140.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.9% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | -21.3% | -20.0% | -1.2% | -15.8% |
| 3M | -37.9% | -30.7% | -7.1% | -30.8% |
| 6M | +12.3% | -29.0% | +41.2% | +25.3% |
| YTD | +39.7% | -4.8% | +44.6% | +45.5% |
| 1Y | +25.7% | +22.8% | +2.9% | +25.1% |
| 3Y | +230.8% | +93.9% | +136.9% | +194.5% |
| All | +230.8% | +90.7% | +140.1% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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