+5,258.5%
NVO vs URI
+7,970.4%
-2,711.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | +3.3% | +6.7% | -3.4% | +2.5% |
| 30D | +9.2% | +8.9% | +0.3% | +8.1% |
| 3M | -9.8% | +0.5% | -10.3% | -10.0% |
| 6M | -10.4% | +20.7% | -31.1% | -12.7% |
| YTD | -14.1% | +40.0% | -54.1% | -18.1% |
| 1Y | -11.1% | +34.4% | -45.5% | -14.8% |
| 3Y | -54.9% | +149.5% | -204.4% | -60.1% |
| 5Y | -17.4% | +205.6% | -223.0% | -29.3% |
| 10Y | +214.4% | +1,183.1% | -968.7% | +121.1% |
| All | +5,258.5% | +7,970.4% | -2,711.9% | +2,542.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling