+790.9%
NVS vs RBA
+4,075.0%
-3,284.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | +9.3% | +8.3% | +0.9% | +8.0% |
| 3M | +5.8% | +10.5% | -4.8% | +4.2% |
| 6M | +7.2% | -5.9% | +13.0% | +7.6% |
| YTD | +20.0% | -6.9% | +26.8% | +20.2% |
| 1Y | +25.4% | -4.9% | +30.2% | +25.2% |
| 3Y | +89.2% | +64.5% | +24.8% | +73.2% |
| 5Y | +134.6% | +46.1% | +88.5% | +115.1% |
| 10Y | +251.4% | +208.2% | +43.1% | +181.2% |
| All | +790.9% | +4,075.0% | -3,284.1% | +426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling