+32,286.4%
NVO vs RVTY
+2,293.6%
+29,992.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.9% |
| 7D | -4.7% | -5.4% | +0.7% | -3.8% |
| 30D | -5.4% | +6.7% | -12.2% | -6.5% |
| 3M | +7.0% | +19.0% | -12.0% | +3.7% |
| 6M | +17.6% | +34.6% | -17.0% | +11.5% |
| YTD | -8.0% | +28.3% | -36.3% | -12.1% |
| 1Y | -13.8% | +46.0% | -59.9% | -19.3% |
| 3Y | -50.3% | +16.9% | -67.1% | -52.3% |
| 5Y | +0.7% | -32.9% | +33.6% | +3.9% |
| 10Y | +155.6% | +141.6% | +14.0% | +116.8% |
| All | +32,286.4% | +2,293.6% | +29,992.9% | +18,271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling