-52.9%
NVO vs DBX
+27.0%
-79.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -7.6% | +2.1% | -9.7% | -7.7% |
| 30D | -6.0% | +5.7% | -11.7% | -6.4% |
| 3M | -0.8% | +31.8% | -32.6% | -3.0% |
| 6M | +16.5% | +37.5% | -21.0% | +13.0% |
| YTD | -11.1% | +27.9% | -39.0% | -13.6% |
| 1Y | -16.7% | +15.0% | -31.8% | -18.6% |
| 3Y | -52.9% | +27.2% | -80.1% | -56.9% |
| All | -52.9% | +27.0% | -79.9% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling