+116.4%
NVO vs DT
+98.4%
+17.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -5.4% | +0.1% | -5.5% | -5.5% |
| 3M | +7.0% | +24.1% | -17.1% | +3.1% |
| 6M | +17.6% | +30.1% | -12.5% | +11.9% |
| YTD | -8.0% | +16.8% | -24.8% | -11.1% |
| 1Y | -13.8% | -0.1% | -13.7% | -15.0% |
| 3Y | -50.3% | +6.8% | -57.1% | -52.0% |
| 5Y | +0.7% | -28.4% | +29.0% | +0.1% |
| All | +116.4% | +98.4% | +17.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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