-51.3%
NVO vs SO
+44.4%
-95.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -4.7% | 0.0% | -4.8% | -4.7% |
| 30D | -5.4% | -2.5% | -3.0% | -5.4% |
| 3M | +7.0% | -4.2% | +11.1% | +7.2% |
| 6M | +17.6% | -7.7% | +25.3% | +17.8% |
| YTD | -8.0% | +3.8% | -11.8% | -8.1% |
| 1Y | -13.8% | +0.1% | -13.9% | -13.6% |
| All | -51.3% | +44.4% | -95.7% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling