-12.8%
NVO vs DLR
+19.9%
-32.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +2.2% | +1.6% | +0.6% | +1.7% |
| 30D | +6.0% | -3.4% | +9.3% | +7.0% |
| 3M | +7.9% | +0.5% | +7.4% | +7.3% |
| 6M | +27.1% | +4.6% | +22.5% | +24.1% |
| YTD | -3.8% | +23.4% | -27.3% | -10.1% |
| 1Y | -12.8% | +19.0% | -31.9% | -17.0% |
| All | -12.8% | +19.9% | -32.8% | -17.0% |
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