+723.1%
NVO vs STLA
+252.7%
+470.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.7% |
| 7D | +0.1% | +0.7% | -0.7% | 0.0% |
| 30D | -3.2% | -2.4% | -0.9% | -3.0% |
| 3M | +11.5% | -23.9% | +35.4% | +14.9% |
| 6M | +22.9% | -24.6% | +47.5% | +26.5% |
| YTD | -6.8% | -50.5% | +43.7% | +0.2% |
| 1Y | -12.6% | -39.8% | +27.2% | -8.7% |
| 3Y | -49.6% | -65.6% | +16.0% | -44.5% |
| 5Y | +0.6% | -62.1% | +62.7% | +7.9% |
| 10Y | +148.3% | +47.8% | +100.5% | +125.7% |
| All | +723.1% | +252.7% | +470.4% | +652.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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