-24.2%
COO vs NVMI
+183.9%
-208.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | +0.5% | +1.5% | -1.0% | +0.4% |
| 30D | +14.2% | -4.1% | +18.2% | +14.3% |
| 3M | -18.2% | -22.8% | +4.5% | -17.2% |
| 6M | +5.3% | -36.9% | +42.2% | +7.2% |
| YTD | -23.6% | -3.2% | -20.4% | -25.3% |
| 1Y | -12.7% | +7.1% | -19.8% | -15.6% |
| 3Y | -24.2% | +181.5% | -205.7% | -44.1% |
| All | -24.2% | +183.9% | -208.1% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling