+136.0%
NVO vs DD
+66.6%
+69.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | -7.6% | -3.5% | -4.1% | -6.8% |
| 30D | -6.0% | -11.7% | +5.7% | -3.4% |
| 3M | -0.8% | -9.2% | +8.5% | +1.1% |
| 6M | +16.5% | -7.2% | +23.6% | +17.8% |
| YTD | -11.1% | +6.6% | -17.7% | -13.1% |
| 1Y | -16.7% | +32.0% | -48.7% | -22.6% |
| 3Y | -52.9% | +42.1% | -95.0% | -57.5% |
| 5Y | -3.0% | +58.1% | -61.0% | -15.7% |
| All | +136.0% | +66.6% | +69.4% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling