-51.3%
NVO vs RL
+198.9%
-250.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.8% |
| 7D | -4.7% | -0.3% | -4.5% | -4.7% |
| 30D | -5.4% | -17.5% | +12.1% | -2.6% |
| 3M | +7.0% | -14.0% | +21.0% | +9.3% |
| 6M | +17.6% | -2.0% | +19.6% | +17.3% |
| YTD | -8.0% | -4.6% | -3.5% | -7.7% |
| 1Y | -13.8% | +9.5% | -23.3% | -15.0% |
| All | -51.3% | +198.9% | -250.2% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling