+31,886.7%
NVO vs OMC
+5,772.0%
+26,114.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -7.4% | -6.2% | -1.1% | -6.1% |
| 30D | -5.5% | -7.6% | +2.1% | -4.0% |
| 3M | +4.1% | +7.4% | -3.3% | +2.3% |
| 6M | +19.3% | +0.1% | +19.2% | +18.9% |
| YTD | -9.2% | +0.4% | -9.6% | -9.8% |
| 1Y | -15.0% | +7.8% | -22.8% | -17.1% |
| 3Y | -50.9% | +11.8% | -62.7% | -52.9% |
| 5Y | -0.9% | +32.5% | -33.3% | -9.5% |
| 10Y | +152.4% | +34.2% | +118.2% | +120.8% |
| All | +31,886.7% | +5,772.0% | +26,114.7% | +18,149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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