+44.9%
NVO vs DFNS
-99.9%
+144.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.1% |
| 7D | -7.6% | -6.3% | -1.2% | -7.6% |
| 30D | -6.0% | -74.0% | +68.0% | -5.7% |
| 3M | -0.8% | -70.1% | +69.4% | -1.0% |
| 6M | +16.5% | -93.9% | +110.4% | +16.3% |
| YTD | -11.1% | -98.1% | +87.0% | -11.3% |
| 1Y | -16.7% | -98.3% | +81.6% | -16.9% |
| 3Y | -52.9% | -99.9% | +47.0% | -52.5% |
| 5Y | -3.0% | -99.9% | +96.9% | -4.1% |
| All | +44.9% | -99.9% | +144.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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