+23,286.0%
NVO vs STRL
+19,359.6%
+3,926.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.7% | -2.1% |
| 7D | +2.2% | +3.4% | -1.2% | +2.0% |
| 30D | +6.0% | -9.2% | +15.2% | +6.3% |
| 3M | +7.9% | -51.0% | +58.9% | +10.0% |
| 6M | +27.1% | +15.8% | +11.3% | +25.3% |
| YTD | -3.8% | +58.9% | -62.7% | -6.2% |
| 1Y | -12.8% | +68.5% | -81.4% | -15.3% |
| 3Y | -46.3% | +485.2% | -531.5% | -50.3% |
| 5Y | +3.6% | +2,005.1% | -2,001.5% | -7.9% |
| 10Y | +157.0% | +7,118.0% | -6,960.9% | +118.1% |
| All | +23,286.0% | +19,359.6% | +3,926.4% | +19,074.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling