-12.4%
NVO vs RACE
+23.6%
-36.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | +0.9% | -4.0% | +4.9% | +1.9% |
| 30D | +6.8% | +3.5% | +3.3% | +6.4% |
| 3M | -11.3% | -0.4% | -10.8% | -11.2% |
| 6M | -12.4% | +23.2% | -35.6% | -16.2% |
| All | -12.4% | +23.6% | -36.0% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling