-8.2%
NVO vs RRC
+44.7%
-52.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +5.0% |
| 7D | +10.2% | -6.8% | +16.9% | +10.3% |
| 30D | +12.4% | +34.7% | -22.4% | +10.7% |
| 3M | -3.5% | +31.5% | -35.0% | -4.8% |
| 6M | -3.8% | +21.8% | -25.5% | -4.6% |
| YTD | -13.0% | +48.9% | -61.8% | -17.0% |
| 1Y | -8.2% | +42.1% | -50.3% | -11.6% |
| All | -8.2% | +44.7% | -52.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling