-16.7%
NVO vs RRX
+15.2%
-31.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.1% |
| 7D | -7.6% | -0.3% | -7.2% | -7.6% |
| 30D | -6.0% | -6.1% | +0.2% | -6.0% |
| 3M | -0.8% | -23.1% | +22.3% | -1.0% |
| 6M | +16.5% | -19.5% | +36.0% | +14.9% |
| YTD | -11.1% | +16.1% | -27.2% | -18.4% |
| 1Y | -16.7% | +12.9% | -29.6% | -22.3% |
| All | -16.7% | +15.2% | -31.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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