+11,587.6%
NVO vs DVA
+5,118.1%
+6,469.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | -5.5% | +1.7% | -7.2% | -5.7% |
| 3M | +4.1% | -8.7% | +12.8% | +4.7% |
| 6M | +19.3% | +19.7% | -0.3% | +17.0% |
| YTD | -9.2% | +59.6% | -68.8% | -13.9% |
| 1Y | -15.0% | +37.1% | -52.1% | -18.3% |
| 3Y | -50.9% | +89.8% | -140.6% | -54.6% |
| 5Y | -0.9% | +47.4% | -48.2% | -7.5% |
| 10Y | +152.4% | +184.9% | -32.4% | +116.7% |
| All | +11,587.6% | +5,118.1% | +6,469.4% | +8,314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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