-8.2%
NVO vs RCL
+27.6%
-35.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.4% | -1.4% | +3.6% |
| 7D | +10.2% | +11.7% | -1.5% | +7.6% |
| 30D | +12.4% | +21.1% | -8.8% | +7.8% |
| 3M | -3.5% | +2.9% | -6.4% | -4.0% |
| 6M | -3.8% | +29.8% | -33.6% | -10.0% |
| YTD | -13.0% | +21.4% | -34.4% | -17.2% |
| 1Y | -8.2% | +32.0% | -40.2% | -18.6% |
| All | -8.2% | +27.6% | -35.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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