+31,886.7%
NVO vs NOC
+16,586.0%
+15,300.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -7.4% | -1.8% | -5.6% | -7.1% |
| 30D | -5.5% | -9.4% | +3.9% | -4.0% |
| 3M | +4.1% | -3.8% | +8.0% | +4.6% |
| 6M | +19.3% | -28.8% | +48.1% | +25.8% |
| YTD | -9.2% | -7.9% | -1.3% | -8.4% |
| 1Y | -15.0% | -9.0% | -6.0% | -14.2% |
| 3Y | -50.9% | +29.1% | -79.9% | -53.7% |
| 5Y | -0.9% | +58.9% | -59.8% | -10.9% |
| 10Y | +152.4% | +191.2% | -38.8% | +102.1% |
| All | +31,886.7% | +16,586.0% | +15,300.7% | +18,386.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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