+61.3%
NVO vs RKT
-11.2%
+72.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.2% |
| 7D | -4.7% | -1.0% | -3.8% | -4.7% |
| 30D | -5.4% | -2.4% | -3.1% | -5.3% |
| 3M | +7.0% | +1.9% | +5.1% | +6.6% |
| 6M | +17.6% | -13.9% | +31.5% | +18.1% |
| YTD | -8.0% | -30.6% | +22.6% | -6.7% |
| 1Y | -13.8% | -34.4% | +20.5% | -12.4% |
| 3Y | -50.3% | +38.2% | -88.4% | -51.7% |
| 5Y | +0.7% | -9.7% | +10.3% | -2.7% |
| All | +61.3% | -11.2% | +72.5% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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