+49.9%
XLE vs NVO
-7.7%
+57.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.0% | -9.7% | -4.5% |
| 7D | -7.2% | +10.2% | -17.4% | -6.8% |
| 30D | +0.1% | +12.4% | -12.2% | +0.6% |
| 3M | +9.2% | -3.5% | +12.7% | +9.2% |
| 6M | +8.4% | -3.8% | +12.1% | +8.4% |
| YTD | +44.9% | -13.0% | +57.8% | +42.1% |
| 1Y | +49.9% | -8.2% | +58.1% | +46.6% |
| All | +49.9% | -7.7% | +57.5% | +46.6% |
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