-17.7%
NVO vs RBA
+45.7%
-63.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +3.3% | +1.7% | +1.5% | +2.9% |
| 30D | +9.2% | +8.3% | +0.9% | +7.1% |
| 3M | -9.8% | +10.5% | -20.3% | -12.0% |
| 6M | -10.4% | -5.9% | -4.6% | -10.0% |
| YTD | -14.1% | -6.9% | -7.2% | -13.5% |
| 1Y | -11.1% | -4.9% | -6.2% | -10.9% |
| 3Y | -54.9% | +64.5% | -119.4% | -58.8% |
| All | -17.7% | +45.7% | -63.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling