+5,097.9%
NVO vs RSG
+2,015.5%
+3,082.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -6.0% | +4.0% | -9.9% | -6.7% |
| 3M | -0.8% | +7.4% | -8.1% | -2.2% |
| 6M | +16.5% | +0.1% | +16.4% | +16.2% |
| YTD | -11.1% | +6.0% | -17.1% | -12.4% |
| 1Y | -16.7% | -3.0% | -13.7% | -16.5% |
| 3Y | -52.9% | +56.5% | -109.4% | -57.2% |
| 5Y | -3.0% | +90.9% | -93.9% | -15.5% |
| 10Y | +147.1% | +428.7% | -281.7% | +77.1% |
| All | +5,097.9% | +2,015.5% | +3,082.4% | +3,160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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