+61.6%
DRAM vs NVO
+15.3%
+46.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.0% | +9.4% | +10.6% |
| 7D | -0.6% | -2.6% | +2.0% | -1.7% |
| 30D | -18.0% | +6.5% | -24.5% | -15.8% |
| 3M | -11.9% | -11.8% | -0.1% | -14.8% |
| 6M | -18.6% | -10.3% | -8.3% | -18.9% |
| All | +61.6% | +15.3% | +46.3% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling