-61.1%
NVO vs UMAC
+488.3%
-549.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | -7.4% | -4.0% | -3.4% | -7.3% |
| 30D | -5.5% | -9.4% | +3.9% | -5.5% |
| 3M | +4.1% | +3.0% | +1.1% | +3.6% |
| 6M | +19.3% | +27.2% | -7.9% | +17.4% |
| YTD | -9.2% | +84.7% | -93.9% | -11.5% |
| 1Y | -15.0% | +136.5% | -151.5% | -17.6% |
| All | -61.1% | +488.3% | -549.3% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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