+16,407.3%
NVO vs O
+5,367.1%
+11,040.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +0.1% | -0.6% | +0.6% | +0.2% |
| 30D | -3.2% | -2.0% | -1.3% | -2.8% |
| 3M | +11.5% | +3.0% | +8.5% | +10.8% |
| 6M | +22.9% | -3.6% | +26.5% | +23.9% |
| YTD | -6.8% | +12.1% | -18.9% | -9.2% |
| 1Y | -12.6% | +8.9% | -21.5% | -14.4% |
| 3Y | -49.6% | +30.3% | -79.9% | -52.8% |
| 5Y | +0.6% | +13.7% | -13.1% | -3.6% |
| 10Y | +148.3% | +50.3% | +98.0% | +114.7% |
| All | +16,407.3% | +5,367.1% | +11,040.2% | +7,545.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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