+7.2%
NVS vs RBA
-6.6%
+13.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | +9.3% | +8.3% | +0.9% | +8.3% |
| 3M | +5.8% | +10.5% | -4.8% | +4.6% |
| 6M | +7.2% | -5.9% | +13.0% | +2.9% |
| All | +7.2% | -6.6% | +13.7% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling