-51.9%
NVO vs DAR
+7.7%
-59.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -7.4% | +0.9% | -8.3% | -7.5% |
| 30D | -5.5% | +6.4% | -11.9% | -6.4% |
| 3M | +4.1% | +13.2% | -9.1% | +2.1% |
| 6M | +19.3% | +26.2% | -6.8% | +14.8% |
| YTD | -9.2% | +84.4% | -93.5% | -17.9% |
| 1Y | -15.0% | +112.0% | -127.1% | -25.0% |
| All | -51.9% | +7.7% | -59.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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