+1,406.8%
COO vs NVMI
+1,665.9%
-259.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | +0.5% | +1.5% | -1.0% | +0.3% |
| 30D | +14.2% | -4.1% | +18.2% | +14.3% |
| 3M | -18.2% | -22.8% | +4.5% | -17.0% |
| 6M | +5.3% | -36.9% | +42.2% | +7.8% |
| YTD | -23.6% | -3.2% | -20.4% | -24.4% |
| 1Y | -12.7% | +7.1% | -19.8% | -14.4% |
| 3Y | -24.2% | +181.5% | -205.7% | -32.0% |
| 5Y | -40.0% | +141.2% | -181.2% | -46.0% |
| 10Y | +41.6% | +2,463.4% | -2,421.8% | +10.2% |
| All | +1,406.8% | +1,665.9% | -259.1% | +928.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling