-0.9%
NVO vs RRC
+150.0%
-150.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -7.4% | -1.2% | -6.2% | -7.3% |
| 30D | -5.5% | +3.0% | -8.5% | -5.7% |
| 3M | +4.1% | +7.3% | -3.2% | +3.6% |
| 6M | +19.3% | +3.6% | +15.8% | +18.8% |
| YTD | -9.2% | +19.4% | -28.6% | -10.5% |
| 1Y | -15.0% | +21.4% | -36.4% | -16.3% |
| 3Y | -50.9% | +32.8% | -83.6% | -52.2% |
| 5Y | -0.9% | +152.0% | -152.8% | -9.4% |
| All | -0.9% | +150.0% | -150.8% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling