+31,203.5%
NVO vs ROST
+70,337.4%
-39,133.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.5% | -2.4% |
| 7D | -7.6% | +0.2% | -7.8% | -7.6% |
| 30D | -6.0% | -6.9% | +0.9% | -5.2% |
| 3M | -0.8% | -3.3% | +2.5% | -0.5% |
| 6M | +16.5% | +9.0% | +7.4% | +15.2% |
| YTD | -11.1% | +28.9% | -40.0% | -13.6% |
| 1Y | -16.7% | +54.0% | -70.7% | -20.7% |
| 3Y | -52.9% | +100.7% | -153.6% | -56.5% |
| 5Y | -3.0% | +116.0% | -119.0% | -12.0% |
| 10Y | +147.1% | +318.4% | -171.4% | +105.4% |
| All | +31,203.5% | +70,337.4% | -39,133.8% | +18,099.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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