+16.9%
QQQ vs NVO
+17.9%
-1.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -1.0% |
| 7D | -1.3% | -7.4% | +6.1% | -1.1% |
| 30D | -1.4% | -5.5% | +4.1% | -1.2% |
| 3M | +2.3% | +4.1% | -1.8% | -0.1% |
| 6M | +16.9% | +19.3% | -2.5% | +6.3% |
| All | +16.9% | +17.9% | -1.0% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling