+195.8%
ON vs NVO
+5,032.7%
-4,836.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -1.9% | -4.7% | +2.8% | -0.5% |
| 30D | -11.0% | -5.4% | -5.6% | -9.8% |
| 3M | -39.3% | +7.0% | -46.3% | -41.0% |
| 6M | +19.8% | +17.6% | +2.2% | +12.7% |
| YTD | +31.1% | -8.0% | +39.1% | +30.2% |
| 1Y | +46.0% | -13.8% | +59.8% | +47.3% |
| 3Y | -27.5% | -50.3% | +22.7% | -17.4% |
| 5Y | +56.9% | +0.7% | +56.2% | +39.5% |
| 10Y | +591.8% | +155.6% | +436.2% | +356.1% |
| All | +195.8% | +5,032.7% | -4,836.9% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling