+629.3%
ON vs NVO
+143.1%
+486.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.6% | +9.1% |
| 7D | +2.4% | -7.6% | +9.9% | +4.7% |
| 30D | -8.6% | -6.0% | -2.6% | -7.2% |
| 3M | -34.3% | -0.8% | -33.6% | -34.9% |
| 6M | +28.5% | +16.5% | +12.1% | +20.8% |
| YTD | +40.6% | -11.1% | +51.7% | +40.6% |
| 1Y | +55.3% | -16.7% | +72.0% | +58.1% |
| 3Y | -22.2% | -52.9% | +30.7% | -8.7% |
| 5Y | +62.4% | -3.0% | +65.3% | +34.1% |
| All | +629.3% | +143.1% | +486.2% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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