+329.6%
RDW vs NXT
+168.4%
+161.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +4.8% | -2.6% | +7.4% | +5.7% |
| 30D | -19.5% | -22.4% | +2.9% | -13.0% |
| 3M | -26.9% | -27.3% | +0.4% | -19.2% |
| 6M | +17.8% | -28.5% | +46.2% | +31.6% |
| YTD | +43.0% | -6.6% | +49.6% | +48.8% |
| 1Y | +32.1% | +20.4% | +11.7% | +30.1% |
| 3Y | +250.6% | +90.9% | +159.7% | +194.6% |
| All | +329.6% | +168.4% | +161.3% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling