-34.5%
RBLX vs NVO
+36.4%
-70.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.8% |
| 7D | +5.1% | -7.6% | +12.6% | +6.7% |
| 30D | +28.0% | -6.0% | +34.0% | +29.5% |
| 3M | +4.6% | -0.8% | +5.4% | +5.5% |
| 6M | -24.7% | +16.5% | -41.1% | -26.5% |
| YTD | -43.8% | -11.1% | -32.7% | -42.9% |
| 1Y | -65.8% | -16.7% | -49.1% | -64.9% |
| 3Y | +59.4% | -52.9% | +112.3% | +76.9% |
| 5Y | -48.2% | -3.0% | -45.3% | -63.3% |
| All | -34.5% | +36.4% | -70.9% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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