-52.9%
NVO vs RIG
-31.7%
-21.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | -7.6% | -3.1% | -4.5% | -7.3% |
| 30D | -6.0% | -0.5% | -5.4% | -5.9% |
| 3M | -0.8% | -6.0% | +5.2% | -0.4% |
| 6M | +16.5% | -10.1% | +26.6% | +16.8% |
| YTD | -11.1% | +37.3% | -48.4% | -14.5% |
| 1Y | -16.7% | +73.9% | -90.6% | -21.9% |
| 3Y | -52.9% | -30.2% | -22.7% | -54.7% |
| All | -52.9% | -31.7% | -21.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling