+55.3%
NVS vs RBA
+29.1%
+26.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.0% | -11.9% | -13.7% |
| 7D | -14.6% | -1.1% | -13.6% | -14.5% |
| 30D | -11.9% | -13.2% | +1.3% | -10.7% |
| 3M | -6.0% | -21.4% | +15.4% | -4.0% |
| 6M | -11.4% | -20.9% | +9.5% | -9.7% |
| YTD | +2.9% | -19.9% | +22.8% | +4.3% |
| 1Y | +10.2% | -28.7% | +38.9% | +13.4% |
| 3Y | +55.3% | +27.4% | +27.9% | +48.4% |
| All | +55.3% | +29.1% | +26.3% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling