+57.3%
DIA vs NVO
-50.9%
+108.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -3.0% | -7.4% | +4.4% | -2.3% |
| 30D | -3.0% | -5.5% | +2.5% | -2.5% |
| 3M | +4.5% | +4.1% | +0.4% | +3.9% |
| 6M | +9.8% | +19.3% | -9.6% | +7.5% |
| YTD | +9.3% | -9.2% | +18.5% | +9.2% |
| 1Y | +16.0% | -15.0% | +31.0% | +16.4% |
| All | +57.3% | -50.9% | +108.2% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling