+534.9%
NVO vs URA
-31.1%
+566.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +6.0% | +7.4% | -1.4% | +4.5% |
| 3M | +7.9% | -8.4% | +16.3% | +9.0% |
| 6M | +27.1% | -12.7% | +39.8% | +28.9% |
| YTD | -3.8% | +7.8% | -11.6% | -6.8% |
| 1Y | -12.8% | +19.5% | -32.3% | -17.8% |
| 3Y | -46.3% | +116.4% | -162.7% | -56.3% |
| 5Y | +3.6% | +134.3% | -130.7% | -19.7% |
| 10Y | +157.0% | +359.3% | -202.2% | +62.5% |
| All | +534.9% | -31.1% | +566.0% | +499.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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