+136.0%
NVO vs RBA
+206.5%
-70.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -2.9% |
| 7D | -7.6% | +0.1% | -7.6% | -7.6% |
| 30D | -6.0% | -2.9% | -3.0% | -5.4% |
| 3M | -0.8% | -20.9% | +20.1% | +3.7% |
| 6M | +16.5% | -17.7% | +34.1% | +20.5% |
| YTD | -11.1% | -18.2% | +7.0% | -7.9% |
| 1Y | -16.7% | -29.1% | +12.4% | -11.2% |
| 3Y | -52.9% | +29.5% | -82.5% | -55.4% |
| 5Y | -3.0% | +40.2% | -43.2% | -11.3% |
| All | +136.0% | +206.5% | -70.5% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling