-16.7%
NVO vs DLR
+11.7%
-28.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.9% | -2.7% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -6.0% | -4.3% | -1.7% | -4.7% |
| 3M | -0.8% | +3.8% | -4.6% | -2.9% |
| 6M | +16.5% | +5.8% | +10.6% | +13.0% |
| YTD | -11.1% | +23.5% | -34.7% | -17.6% |
| 1Y | -16.7% | +11.1% | -27.8% | -21.7% |
| All | -16.7% | +11.7% | -28.4% | -21.7% |
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