-17.7%
NVO vs RCL
+292.5%
-310.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +3.3% | -1.2% | +4.5% | +3.4% |
| 30D | +9.2% | +17.8% | -8.6% | +6.8% |
| 3M | -9.8% | +4.9% | -14.7% | -10.5% |
| 6M | -10.4% | +23.7% | -34.2% | -13.4% |
| YTD | -14.1% | +17.8% | -31.9% | -16.7% |
| 1Y | -11.1% | +28.9% | -40.0% | -14.8% |
| 3Y | -54.9% | +241.9% | -296.8% | -61.0% |
| All | -17.7% | +292.5% | -310.2% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling