+31,886.7%
NVO vs DE
+14,511.5%
+17,375.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -7.4% | -2.4% | -5.0% | -7.0% |
| 30D | -5.5% | +9.7% | -15.2% | -7.0% |
| 3M | +4.1% | +21.4% | -17.2% | +0.5% |
| 6M | +19.3% | +15.0% | +4.3% | +16.0% |
| YTD | -9.2% | +46.4% | -55.6% | -15.5% |
| 1Y | -15.0% | +45.6% | -60.6% | -20.9% |
| 3Y | -50.9% | +76.8% | -127.6% | -56.2% |
| 5Y | -0.9% | +99.4% | -100.3% | -14.7% |
| 10Y | +152.4% | +864.6% | -712.1% | +61.0% |
| All | +31,886.7% | +14,511.5% | +17,375.2% | +14,224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling