-3.1%
NVO vs ROK
+47.1%
-50.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -7.6% | -1.2% | -6.3% | -7.4% |
| 30D | -6.0% | -4.8% | -1.2% | -5.1% |
| 3M | -0.8% | -6.1% | +5.3% | +0.1% |
| 6M | +16.5% | +15.5% | +1.0% | +12.4% |
| YTD | -11.1% | +11.2% | -22.3% | -13.6% |
| 1Y | -16.7% | +23.8% | -40.6% | -20.6% |
| 3Y | -52.9% | +53.1% | -106.0% | -57.6% |
| All | -3.1% | +47.1% | -50.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 5y: compounded portfolio wealth divided by compounded ROK 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…
5y analysis · Full analysis span regression · 6 months rolling