-0.9%
NVO vs RVTY
-34.5%
+33.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -7.4% | -7.4% | +0.1% | -5.2% |
| 30D | -5.5% | +4.5% | -10.0% | -6.8% |
| 3M | +4.1% | +19.5% | -15.4% | -1.5% |
| 6M | +19.3% | +34.1% | -14.8% | +8.5% |
| YTD | -9.2% | +25.3% | -34.4% | -15.7% |
| 1Y | -15.0% | +47.0% | -62.0% | -24.5% |
| 3Y | -50.9% | +14.1% | -65.0% | -54.1% |
| 5Y | -0.9% | -34.6% | +33.7% | +13.3% |
| All | -0.9% | -34.5% | +33.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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