-28.3%
ON vs NVO
-50.9%
+22.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -4.7% | -7.4% | +2.6% | -3.4% |
| 30D | -13.5% | -5.5% | -8.0% | -12.7% |
| 3M | -36.3% | +4.1% | -40.4% | -37.3% |
| 6M | +17.8% | +19.3% | -1.6% | +12.0% |
| YTD | +29.6% | -9.2% | +38.8% | +28.7% |
| 1Y | +45.8% | -15.0% | +60.8% | +47.1% |
| All | -28.3% | -50.9% | +22.6% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling