-16.7%
NVO vs DRI
+2.4%
-19.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.3% |
| 7D | -7.6% | -3.2% | -4.4% | -7.2% |
| 30D | -6.0% | -7.8% | +1.8% | -5.2% |
| 3M | -0.8% | +0.4% | -1.1% | -1.2% |
| 6M | +16.5% | +4.8% | +11.7% | +15.3% |
| YTD | -11.1% | +16.7% | -27.9% | -12.3% |
| 1Y | -16.7% | +1.5% | -18.2% | -24.5% |
| All | -16.7% | +2.4% | -19.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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