-15.0%
NVO vs RACE
-13.6%
-1.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -7.4% | -2.2% | -5.1% | -6.9% |
| 30D | -5.5% | -0.4% | -5.1% | -5.5% |
| 3M | +4.1% | +17.9% | -13.8% | +0.7% |
| 6M | +19.3% | +19.3% | +0.1% | +14.6% |
| YTD | -9.2% | +11.9% | -21.0% | -11.7% |
| 1Y | -15.0% | -12.7% | -2.3% | -13.6% |
| All | -15.0% | -13.6% | -1.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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