+33,769.1%
NVO vs SO
+5,976.4%
+27,792.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.2% | -0.2% | +2.3% | +2.2% |
| 30D | +6.0% | -4.6% | +10.6% | +7.2% |
| 3M | +7.9% | -3.0% | +10.9% | +8.6% |
| 6M | +27.1% | -8.3% | +35.3% | +29.6% |
| YTD | -3.8% | +3.5% | -7.4% | -5.1% |
| 1Y | -12.8% | -0.9% | -11.9% | -13.1% |
| 3Y | -46.3% | +45.4% | -91.7% | -51.8% |
| 5Y | +3.6% | +59.6% | -56.0% | -10.0% |
| 10Y | +157.0% | +156.6% | +0.4% | +93.3% |
| All | +33,769.1% | +5,976.4% | +27,792.8% | +12,894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling