+62.5%
DRAM vs NVO
+18.4%
+44.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.0% | -10.3% | -3.3% |
| 7D | -16.6% | +10.2% | -26.8% | -13.3% |
| 30D | -26.9% | +12.4% | -39.2% | -23.4% |
| 3M | -17.8% | -3.5% | -14.3% | -17.8% |
| 6M | +6.2% | -3.8% | +10.0% | +5.7% |
| All | +62.5% | +18.4% | +44.1% | +54.2% |
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