-0.9%
NVO vs RCL
+223.1%
-223.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -7.4% | -2.5% | -4.9% | -7.1% |
| 30D | -5.5% | -15.7% | +10.2% | -3.4% |
| 3M | +4.1% | -3.6% | +7.7% | +4.4% |
| 6M | +19.3% | -8.7% | +28.0% | +20.2% |
| YTD | -9.2% | -6.2% | -3.0% | -9.0% |
| 1Y | -15.0% | -22.9% | +7.8% | -13.1% |
| 3Y | -50.9% | +173.6% | -224.5% | -55.7% |
| 5Y | -0.9% | +226.6% | -227.4% | -11.1% |
| All | -0.9% | +223.1% | -223.9% | -11.1% |
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