-22.1%
SQQQ vs NVO
-9.9%
-12.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -4.5% | +23.7% | +18.2% |
| 7D | +31.0% | +3.0% | +28.0% | +31.7% |
| 30D | +55.7% | +7.4% | +48.3% | +57.8% |
| 3M | +31.2% | -8.3% | +39.6% | +28.9% |
| 6M | +5.1% | -9.0% | +14.1% | +3.8% |
| YTD | -24.9% | -16.8% | -8.0% | -23.3% |
| 1Y | -22.1% | -12.7% | -9.4% | -19.1% |
| All | -22.1% | -9.9% | -12.1% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling