+1,115.2%
DIA vs NVO
+5,338.6%
-4,223.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -2.1% | -3.2% | +1.2% | -1.5% |
| 3M | +4.2% | +11.5% | -7.3% | +1.5% |
| 6M | +11.9% | +22.9% | -11.0% | +6.7% |
| YTD | +10.8% | -6.8% | +17.6% | +10.5% |
| 1Y | +17.5% | -12.6% | +30.2% | +18.1% |
| 3Y | +59.9% | -49.6% | +109.5% | +73.2% |
| 5Y | +64.1% | +0.6% | +63.6% | +49.3% |
| 10Y | +246.2% | +148.3% | +97.9% | +153.4% |
| All | +1,115.2% | +5,338.6% | -4,223.4% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling