-3.1%
NVO vs RGTI
+56.8%
-59.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.2% |
| 7D | -7.6% | +0.5% | -8.0% | -7.6% |
| 30D | -6.0% | -17.1% | +11.1% | -5.6% |
| 3M | -0.8% | -26.0% | +25.2% | -0.3% |
| 6M | +16.5% | -9.9% | +26.3% | +16.1% |
| YTD | -11.1% | -31.1% | +19.9% | -11.1% |
| 1Y | -16.7% | -8.5% | -8.2% | -17.3% |
| 3Y | -52.9% | +652.2% | -705.1% | -56.4% |
| All | -3.1% | +56.8% | -59.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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