-41.3%
NVO vs USAR
+53.8%
-95.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -2.0% |
| 7D | -7.6% | -11.6% | +4.1% | -7.2% |
| 30D | -6.0% | -15.5% | +9.5% | -5.4% |
| 3M | -0.8% | -31.0% | +30.3% | +0.4% |
| 6M | +16.5% | -26.2% | +42.7% | +16.7% |
| YTD | -11.1% | +30.8% | -41.9% | -13.1% |
| 1Y | -16.7% | +7.1% | -23.8% | -18.5% |
| 3Y | -52.9% | +53.0% | -105.9% | -47.8% |
| All | -41.3% | +53.8% | -95.1% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling