+15.6%
COO vs NVMI
+3,158.6%
-3,143.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -22.5% | -0.1% | -22.5% | -22.5% |
| 30D | -29.7% | -8.4% | -21.3% | -28.8% |
| 3M | -20.1% | -33.6% | +13.4% | -15.0% |
| 6M | -26.9% | -14.7% | -12.2% | -26.9% |
| YTD | -34.2% | +13.2% | -47.4% | -38.3% |
| 1Y | -21.3% | +29.0% | -50.3% | -28.7% |
| 3Y | -38.7% | +215.0% | -253.7% | -58.4% |
| 5Y | -52.2% | +268.6% | -320.8% | -70.0% |
| All | +15.6% | +3,158.6% | -3,143.0% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling