-38.5%
NVO vs USAR
+74.5%
-113.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | +0.1% | +2.3% | -2.2% | 0.0% |
| 30D | -3.2% | -8.6% | +5.4% | -3.0% |
| 3M | +11.5% | -20.5% | +32.0% | +12.1% |
| 6M | +22.9% | +1.2% | +21.7% | +21.7% |
| YTD | -6.8% | +48.4% | -55.2% | -9.4% |
| 1Y | -12.6% | +30.6% | -43.3% | -15.0% |
| 3Y | -49.6% | +73.6% | -123.2% | -44.3% |
| All | -38.5% | +74.5% | -113.0% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling