-8.2%
NVO vs DLR
+11.0%
-19.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.2% |
| 7D | +10.2% | +2.8% | +7.3% | +9.3% |
| 30D | +12.4% | +2.8% | +9.6% | +11.4% |
| 3M | -3.5% | -4.0% | +0.5% | -2.5% |
| 6M | -3.8% | -5.6% | +1.8% | -1.6% |
| YTD | -13.0% | +21.9% | -34.9% | -20.2% |
| 1Y | -8.2% | +13.0% | -21.2% | -18.1% |
| All | -8.2% | +11.0% | -19.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling