+136.0%
NVO vs DE
+863.9%
-727.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -7.6% | -2.6% | -5.0% | -7.2% |
| 30D | -6.0% | +9.0% | -15.0% | -7.4% |
| 3M | -0.8% | +19.1% | -19.9% | -3.8% |
| 6M | +16.5% | +14.4% | +2.1% | +13.3% |
| YTD | -11.1% | +45.9% | -57.1% | -17.4% |
| 1Y | -16.7% | +43.6% | -60.3% | -22.4% |
| 3Y | -52.9% | +75.9% | -128.8% | -58.1% |
| 5Y | -3.0% | +98.8% | -101.7% | -16.9% |
| All | +136.0% | +863.9% | -727.9% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling