-3.1%
NVO vs ROL
-5.1%
+2.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -7.6% | -3.2% | -4.4% | -7.0% |
| 30D | -6.0% | -4.9% | -1.1% | -5.0% |
| 3M | -0.8% | -25.8% | +25.1% | +5.3% |
| 6M | +16.5% | -37.6% | +54.0% | +27.8% |
| YTD | -11.1% | -41.5% | +30.4% | -1.3% |
| 1Y | -16.7% | -39.5% | +22.8% | -8.4% |
| 3Y | -52.9% | +0.1% | -53.0% | -54.2% |
| All | -3.1% | -5.1% | +2.0% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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