-12.8%
NVO vs REPL
+161.1%
-174.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +2.2% | -3.0% | +5.1% | +2.1% |
| 30D | +6.0% | +27.1% | -21.1% | +6.5% |
| 3M | +7.9% | +52.4% | -44.5% | +10.9% |
| 6M | +27.1% | +107.4% | -80.4% | +29.4% |
| YTD | -3.8% | +54.7% | -58.6% | -2.1% |
| 1Y | -12.8% | +158.9% | -171.7% | -11.7% |
| All | -12.8% | +161.1% | -174.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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