+136.0%
NVO vs RRC
+4.9%
+131.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -7.6% | -1.8% | -5.8% | -7.5% |
| 30D | -6.0% | +2.7% | -8.6% | -6.1% |
| 3M | -0.8% | +8.8% | -9.6% | -1.1% |
| 6M | +16.5% | -1.2% | +17.6% | +16.4% |
| YTD | -11.1% | +17.6% | -28.7% | -11.8% |
| 1Y | -16.7% | +18.4% | -35.2% | -17.4% |
| 3Y | -52.9% | +33.1% | -86.0% | -53.7% |
| 5Y | -3.0% | +148.2% | -151.1% | -7.0% |
| All | +136.0% | +4.9% | +131.1% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling