-0.9%
NVO vs ROP
-16.6%
+15.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -7.4% | -8.0% | +0.6% | -4.3% |
| 30D | -5.5% | -2.7% | -2.8% | -4.5% |
| 3M | +4.1% | +16.6% | -12.5% | -2.4% |
| 6M | +19.3% | +10.4% | +9.0% | +13.9% |
| YTD | -9.2% | -12.1% | +2.9% | -4.5% |
| 1Y | -15.0% | -23.6% | +8.6% | -5.2% |
| 3Y | -50.9% | -19.3% | -31.5% | -47.0% |
| 5Y | -0.9% | -15.4% | +14.5% | +4.9% |
| All | -0.9% | -16.6% | +15.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling