+51.9%
NVO vs DFNS
-99.9%
+151.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.1% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | -3.2% | -73.2% | +70.0% | -3.0% |
| 3M | +11.5% | -72.4% | +83.9% | +11.3% |
| 6M | +22.9% | -95.2% | +118.1% | +22.7% |
| YTD | -6.8% | -98.0% | +91.2% | -7.0% |
| 1Y | -12.6% | -98.3% | +85.6% | -12.8% |
| 3Y | -49.6% | -99.9% | +50.3% | -49.1% |
| 5Y | +0.6% | -99.9% | +100.4% | -0.6% |
| All | +51.9% | -99.9% | +151.8% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling