-12.8%
NVO vs STLD
+89.3%
-102.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +2.2% | +3.1% | -1.0% | +1.9% |
| 30D | +6.0% | -9.0% | +15.0% | +6.8% |
| 3M | +7.9% | -12.4% | +20.2% | +9.4% |
| 6M | +27.1% | +25.5% | +1.6% | +21.6% |
| YTD | -3.8% | +43.6% | -47.5% | -10.4% |
| 1Y | -12.8% | +87.2% | -100.0% | -25.6% |
| All | -12.8% | +89.3% | -102.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling