+116.5%
NVO vs REPL
-7.7%
+124.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -3.1% |
| 7D | +0.1% | -5.7% | +5.8% | +0.1% |
| 30D | -3.2% | +22.5% | -25.7% | -3.3% |
| 3M | +11.5% | +64.7% | -53.2% | +11.3% |
| 6M | +22.9% | +83.0% | -60.1% | +20.6% |
| YTD | -6.8% | +52.0% | -58.8% | -8.3% |
| 1Y | -12.6% | +144.5% | -157.2% | -15.6% |
| 3Y | -49.6% | -25.1% | -24.5% | -51.6% |
| 5Y | +0.6% | -52.9% | +53.4% | -2.8% |
| All | +116.5% | -7.7% | +124.2% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling