+148.9%
NVO vs QSR
+205.8%
-56.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.3% |
| 7D | -7.6% | -4.0% | -3.6% | -6.7% |
| 30D | -6.0% | +2.8% | -8.7% | -6.5% |
| 3M | -0.8% | +5.1% | -5.9% | -1.9% |
| 6M | +16.5% | +8.8% | +7.7% | +14.1% |
| YTD | -11.1% | +14.8% | -26.0% | -14.1% |
| 1Y | -16.7% | +25.7% | -42.4% | -21.2% |
| 3Y | -52.9% | +27.5% | -80.4% | -56.0% |
| 5Y | -3.0% | +41.3% | -44.2% | -12.0% |
| 10Y | +147.1% | +133.8% | +13.2% | +94.8% |
| All | +148.9% | +205.8% | -56.9% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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