-16.7%
NVO vs RBA
-27.6%
+10.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -3.3% |
| 7D | -7.6% | +0.1% | -7.6% | -7.6% |
| 30D | -6.0% | -2.9% | -3.0% | -5.1% |
| 3M | -0.8% | -20.9% | +20.1% | +4.9% |
| 6M | +16.5% | -17.7% | +34.1% | +20.4% |
| YTD | -11.1% | -18.2% | +7.0% | -9.1% |
| 1Y | -16.7% | -29.1% | +12.4% | -4.6% |
| All | -16.7% | -27.6% | +10.9% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling