-16.7%
NVO vs ROP
-23.7%
+7.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | -4.6% | -3.0% | -6.3% |
| 30D | -6.0% | -1.7% | -4.3% | -5.5% |
| 3M | -0.8% | +17.1% | -17.8% | -5.3% |
| 6M | +16.5% | +10.9% | +5.6% | +13.0% |
| YTD | -11.1% | -12.1% | +1.0% | -5.1% |
| 1Y | -16.7% | -24.2% | +7.5% | -7.9% |
| All | -16.7% | -23.7% | +7.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling