+136.0%
NVO vs SO
+159.0%
-22.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.0% |
| 7D | -7.6% | -1.1% | -6.5% | -7.4% |
| 30D | -6.0% | -5.0% | -1.0% | -4.9% |
| 3M | -0.8% | -5.8% | +5.0% | +0.5% |
| 6M | +16.5% | -7.9% | +24.4% | +18.4% |
| YTD | -11.1% | +2.4% | -13.5% | -11.9% |
| 1Y | -16.7% | -2.3% | -14.5% | -16.7% |
| 3Y | -52.9% | +41.9% | -94.8% | -57.3% |
| 5Y | -3.0% | +58.1% | -61.0% | -15.4% |
| All | +136.0% | +159.0% | -22.9% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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