-55.5%
NVO vs URI
+159.0%
-214.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.5% |
| 7D | -2.6% | +2.6% | -5.2% | -2.9% |
| 30D | +6.5% | +9.1% | -2.6% | +5.3% |
| 3M | -11.8% | +1.0% | -12.8% | -12.1% |
| 6M | -10.3% | +23.3% | -33.7% | -13.5% |
| YTD | -15.2% | +43.3% | -58.5% | -20.6% |
| 1Y | -12.2% | +35.9% | -48.2% | -17.1% |
| All | -55.5% | +159.0% | -214.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling