-0.9%
NVO vs DFNS
-99.9%
+99.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.2% |
| 7D | -7.4% | -3.3% | -4.0% | -7.4% |
| 30D | -5.5% | -73.1% | +67.6% | -5.3% |
| 3M | +4.1% | -71.4% | +75.5% | +3.9% |
| 6M | +19.3% | -93.8% | +113.2% | +19.1% |
| YTD | -9.2% | -98.0% | +88.9% | -9.4% |
| 1Y | -15.0% | -98.2% | +83.2% | -15.2% |
| 3Y | -50.9% | -99.9% | +49.0% | -50.5% |
| 5Y | -0.9% | -99.9% | +99.0% | +0.3% |
| All | -0.9% | -99.9% | +99.0% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling