+252.2%
NVO vs RNG
+305.9%
-53.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -4.7% | -4.1% | -0.7% | -4.4% |
| 30D | -5.4% | +8.6% | -14.1% | -6.2% |
| 3M | +7.0% | +78.0% | -71.0% | +0.7% |
| 6M | +17.6% | +67.0% | -49.4% | +10.9% |
| YTD | -8.0% | +142.4% | -150.5% | -16.6% |
| 1Y | -13.8% | +120.4% | -134.3% | -21.3% |
| 3Y | -50.3% | +122.1% | -172.4% | -55.5% |
| 5Y | +0.7% | -69.8% | +70.5% | +6.9% |
| 10Y | +155.6% | +223.4% | -67.8% | +89.0% |
| All | +252.2% | +305.9% | -53.6% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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