+136.0%
NVO vs STRL
+7,221.5%
-7,085.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.6% |
| 7D | -7.6% | +5.0% | -12.6% | -8.0% |
| 30D | -6.0% | -6.9% | +0.9% | -5.6% |
| 3M | -0.8% | -39.1% | +38.3% | +2.9% |
| 6M | +16.5% | +21.5% | -5.0% | +10.4% |
| YTD | -11.1% | +66.9% | -78.0% | -18.7% |
| 1Y | -16.7% | +61.6% | -78.4% | -24.0% |
| 3Y | -52.9% | +560.0% | -612.9% | -64.3% |
| 5Y | -3.0% | +2,238.9% | -2,241.8% | -35.0% |
| All | +136.0% | +7,221.5% | -7,085.5% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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