+33,769.1%
NVO vs ROL
+9,030.3%
+24,738.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +2.2% | -1.4% | +3.6% | +2.5% |
| 30D | +6.0% | -4.1% | +10.1% | +6.8% |
| 3M | +7.9% | -22.5% | +30.4% | +13.3% |
| 6M | +27.1% | -37.7% | +64.7% | +39.2% |
| YTD | -3.8% | -39.6% | +35.7% | +5.8% |
| 1Y | -12.8% | -36.0% | +23.2% | -5.5% |
| 3Y | -46.3% | -5.1% | -41.2% | -46.6% |
| 5Y | +3.6% | -3.4% | +7.0% | +1.5% |
| 10Y | +157.0% | +215.2% | -58.2% | +96.4% |
| All | +33,769.1% | +9,030.3% | +24,738.9% | +14,217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling