+32,286.4%
NVO vs DD
+932.3%
+31,354.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.8% |
| 7D | -4.7% | -3.8% | -1.0% | -4.0% |
| 30D | -5.4% | -9.2% | +3.8% | -3.7% |
| 3M | +7.0% | -9.0% | +16.0% | +8.7% |
| 6M | +17.6% | -5.0% | +22.6% | +18.3% |
| YTD | -8.0% | +7.4% | -15.4% | -9.9% |
| 1Y | -13.8% | +35.1% | -49.0% | -19.4% |
| 3Y | -50.3% | +43.2% | -93.5% | -54.5% |
| 5Y | +0.7% | +59.6% | -59.0% | -10.8% |
| 10Y | +155.6% | +66.5% | +89.1% | +114.9% |
| All | +32,286.4% | +932.3% | +31,354.2% | +17,367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling