-8.2%
NVO vs DE
+49.6%
-57.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.3% | +4.9% |
| 7D | +10.2% | +5.6% | +4.6% | +10.1% |
| 30D | +12.4% | -0.8% | +13.2% | +12.3% |
| 3M | -3.5% | +9.8% | -13.4% | -3.4% |
| 6M | -3.8% | +17.5% | -21.3% | -3.8% |
| YTD | -13.0% | +46.5% | -59.4% | -11.4% |
| 1Y | -8.2% | +46.1% | -54.3% | -6.4% |
| All | -8.2% | +49.6% | -57.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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