+218.9%
NVO vs RL
+337.1%
-118.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +3.3% | +2.6% | +0.7% | +2.9% |
| 30D | +9.2% | +2.9% | +6.3% | +8.8% |
| 3M | -9.8% | 0.0% | -9.8% | -9.8% |
| 6M | -10.4% | +17.1% | -27.6% | -12.4% |
| YTD | -14.1% | +10.1% | -24.2% | -15.4% |
| 1Y | -11.1% | +17.3% | -28.4% | -13.1% |
| 3Y | -54.9% | +249.3% | -304.3% | -61.4% |
| 5Y | -17.4% | +240.9% | -258.4% | -30.2% |
| All | +218.9% | +337.1% | -118.2% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling