-51.9%
NVO vs DLR
+55.5%
-107.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.7% |
| 7D | -7.4% | -1.3% | -6.1% | -7.1% |
| 30D | -5.5% | -2.9% | -2.7% | -4.9% |
| 3M | +4.1% | +3.2% | +0.9% | +2.7% |
| 6M | +19.3% | +3.9% | +15.5% | +17.6% |
| YTD | -9.2% | +21.4% | -30.6% | -13.8% |
| 1Y | -15.0% | +9.7% | -24.7% | -17.6% |
| All | -51.9% | +55.5% | -107.4% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling