+18,752.7%
NVO vs ROP
+24,791.5%
-6,038.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.6% |
| 7D | +0.1% | -5.4% | +5.5% | +1.1% |
| 30D | -3.2% | -1.6% | -1.6% | -2.9% |
| 3M | +11.5% | +18.8% | -7.3% | +7.9% |
| 6M | +22.9% | +8.2% | +14.7% | +20.7% |
| YTD | -6.8% | -10.5% | +3.7% | -5.3% |
| 1Y | -12.6% | -23.7% | +11.1% | -8.7% |
| 3Y | -49.6% | -17.9% | -31.7% | -48.1% |
| 5Y | +0.6% | -15.3% | +15.9% | +2.7% |
| 10Y | +148.3% | +133.4% | +14.9% | +112.9% |
| All | +18,752.7% | +24,791.5% | -6,038.9% | +11,759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling