+6,997.5%
NVO vs RL
+1,366.2%
+5,631.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.2% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +6.0% | -7.8% | +13.8% | +7.1% |
| 3M | +7.9% | -4.0% | +11.9% | +8.3% |
| 6M | +27.1% | -1.9% | +29.0% | +26.8% |
| YTD | -3.8% | -0.2% | -3.7% | -4.2% |
| 1Y | -12.8% | +10.7% | -23.5% | -14.5% |
| 3Y | -46.3% | +210.8% | -257.1% | -55.1% |
| 5Y | +3.6% | +238.2% | -234.6% | -15.9% |
| 10Y | +157.0% | +313.4% | -156.3% | +92.3% |
| All | +6,997.5% | +1,366.2% | +5,631.3% | +4,062.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling