+2,683.2%
NVO vs DLR
+3,609.2%
-926.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -4.7% | +2.9% | -7.6% | -5.3% |
| 30D | -5.4% | -1.2% | -4.3% | -5.3% |
| 3M | +7.0% | +2.9% | +4.0% | +5.9% |
| 6M | +17.6% | +6.7% | +10.9% | +15.6% |
| YTD | -8.0% | +23.9% | -31.9% | -12.4% |
| 1Y | -13.8% | +18.6% | -32.5% | -17.4% |
| 3Y | -50.3% | +59.7% | -109.9% | -55.8% |
| 5Y | +0.7% | +42.1% | -41.4% | -9.8% |
| 10Y | +155.6% | +176.7% | -21.1% | +93.3% |
| All | +2,683.2% | +3,609.2% | -926.0% | +1,426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling