+136.0%
NVO vs DG
+101.8%
+34.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -7.6% | -6.5% | -1.1% | -6.8% |
| 30D | -6.0% | +4.2% | -10.1% | -6.5% |
| 3M | -0.8% | +9.5% | -10.3% | -2.0% |
| 6M | +16.5% | -13.1% | +29.6% | +18.1% |
| YTD | -11.1% | -4.8% | -6.3% | -11.1% |
| 1Y | -16.7% | +20.6% | -37.3% | -19.4% |
| 3Y | -52.9% | +4.9% | -57.9% | -54.8% |
| 5Y | -3.0% | -37.9% | +34.9% | +1.6% |
| All | +136.0% | +101.8% | +34.2% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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