+1,115.0%
RSP vs NVO
+3,817.7%
-2,702.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -1.5% | -3.2% | +1.7% | -0.8% |
| 3M | +4.8% | +11.5% | -6.7% | +1.4% |
| 6M | +10.3% | +22.9% | -12.6% | +3.7% |
| YTD | +14.1% | -6.8% | +20.9% | +13.4% |
| 1Y | +17.0% | -12.6% | +29.7% | +17.6% |
| 3Y | +54.2% | -49.6% | +103.8% | +70.2% |
| 5Y | +51.5% | +0.6% | +50.9% | +30.3% |
| 10Y | +204.4% | +148.3% | +56.1% | +88.3% |
| All | +1,115.0% | +3,817.7% | -2,702.7% | +240.2% |
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