+91.7%
NVS vs RBA
+39.8%
+51.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -15.4% | -1.9% | -13.5% | -15.2% |
| 30D | -12.3% | -13.0% | +0.7% | -11.0% |
| 3M | -7.8% | -23.1% | +15.3% | -5.5% |
| 6M | -13.0% | -22.6% | +9.6% | -10.9% |
| YTD | +2.8% | -20.4% | +23.1% | +4.6% |
| 1Y | +10.6% | -29.6% | +40.2% | +14.2% |
| 3Y | +55.1% | +26.6% | +28.5% | +48.9% |
| 5Y | +91.7% | +38.2% | +53.5% | +79.3% |
| All | +91.7% | +39.8% | +51.9% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling