+0.7%
NVO vs STRL
+2,102.6%
-2,102.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -4.7% | +8.2% | -12.9% | -5.5% |
| 30D | -5.4% | -6.3% | +0.9% | -5.0% |
| 3M | +7.0% | -41.2% | +48.2% | +12.2% |
| 6M | +17.6% | +20.4% | -2.8% | +9.2% |
| YTD | -8.0% | +61.7% | -69.7% | -18.6% |
| 1Y | -13.8% | +72.7% | -86.6% | -25.1% |
| 3Y | -50.3% | +530.9% | -581.2% | -68.1% |
| 5Y | +0.7% | +2,125.4% | -2,124.7% | -51.8% |
| All | +0.7% | +2,102.6% | -2,102.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling