+5,898.3%
NVO vs URI
+7,134.6%
-1,236.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | +2.2% | -2.0% | +4.1% | +2.4% |
| 30D | +6.0% | -12.9% | +18.9% | +7.5% |
| 3M | +7.9% | -6.7% | +14.6% | +8.4% |
| 6M | +27.1% | +19.0% | +8.1% | +23.7% |
| YTD | -3.8% | +25.5% | -29.4% | -7.1% |
| 1Y | -12.8% | +5.5% | -18.4% | -14.2% |
| 3Y | -46.3% | +111.3% | -157.6% | -51.5% |
| 5Y | +3.6% | +198.6% | -195.0% | -11.0% |
| 10Y | +157.0% | +1,179.9% | -1,022.9% | +80.9% |
| All | +5,898.3% | +7,134.6% | -1,236.3% | +2,898.2% |
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