-16.7%
NVO vs RCL
-23.0%
+6.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.2% |
| 7D | -7.6% | -1.9% | -5.7% | -7.2% |
| 30D | -6.0% | -15.5% | +9.6% | -2.7% |
| 3M | -0.8% | -9.7% | +8.9% | +0.9% |
| 6M | +16.5% | -8.7% | +25.2% | +17.3% |
| YTD | -11.1% | -5.8% | -5.4% | -10.3% |
| 1Y | -16.7% | -24.5% | +7.7% | -23.4% |
| All | -16.7% | -23.0% | +6.3% | -23.4% |
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