-12.8%
NVO vs DBX
+20.4%
-33.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | +2.2% | -2.4% | +4.6% | +2.3% |
| 30D | +6.0% | -0.5% | +6.5% | +6.0% |
| 3M | +7.9% | +28.1% | -20.2% | +5.7% |
| 6M | +27.1% | +33.1% | -6.0% | +23.0% |
| YTD | -3.8% | +25.3% | -29.1% | -9.2% |
| 1Y | -12.8% | +18.3% | -31.2% | -18.3% |
| All | -12.8% | +20.4% | -33.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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