+877.5%
NVO vs DG
+560.3%
+317.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.9% |
| 7D | -4.7% | -4.8% | +0.1% | -4.0% |
| 30D | -5.4% | +1.8% | -7.2% | -5.7% |
| 3M | +7.0% | +14.5% | -7.5% | +4.7% |
| 6M | +17.6% | -13.6% | +31.2% | +19.7% |
| YTD | -8.0% | -4.8% | -3.2% | -7.9% |
| 1Y | -13.8% | +21.6% | -35.4% | -17.1% |
| 3Y | -50.3% | +4.5% | -54.7% | -52.5% |
| 5Y | +0.7% | -38.5% | +39.1% | +4.7% |
| 10Y | +155.6% | +102.2% | +53.4% | +108.0% |
| All | +877.5% | +560.3% | +317.2% | +489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling