+136.0%
NVO vs ROP
+135.6%
+0.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | -4.6% | -3.0% | -6.0% |
| 30D | -6.0% | -1.7% | -4.3% | -5.5% |
| 3M | -0.8% | +17.1% | -17.8% | -6.5% |
| 6M | +16.5% | +10.9% | +5.6% | +11.4% |
| YTD | -11.1% | -12.1% | +1.0% | -7.6% |
| 1Y | -16.7% | -24.2% | +7.5% | -8.7% |
| 3Y | -52.9% | -20.4% | -32.5% | -49.6% |
| 5Y | -3.0% | -15.4% | +12.4% | +0.8% |
| All | +136.0% | +135.6% | +0.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling