+47.7%
XLE vs NVO
-11.2%
+58.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.1% |
| 7D | +5.4% | +3.3% | +2.1% | +5.6% |
| 30D | -3.9% | +9.2% | -13.2% | -3.5% |
| 3M | +7.0% | -9.8% | +16.8% | +6.7% |
| 6M | +14.2% | -10.4% | +24.7% | +13.9% |
| YTD | +48.2% | -14.1% | +62.3% | +44.4% |
| 1Y | +47.7% | -11.1% | +58.8% | +43.7% |
| All | +47.7% | -11.2% | +58.8% | +43.7% |
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