+129.3%
DAL vs NVMI
+3,108.0%
-2,978.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | 0.0% |
| 7D | -0.6% | +3.8% | -4.4% | -1.9% |
| 30D | -13.5% | -7.6% | -5.9% | -11.5% |
| 3M | +2.6% | -28.0% | +30.6% | +11.8% |
| 6M | +32.7% | -15.3% | +48.0% | +35.6% |
| YTD | +13.6% | +11.5% | +2.2% | +5.2% |
| 1Y | +28.8% | +31.6% | -2.8% | +12.1% |
| 3Y | +98.2% | +207.0% | -108.8% | +19.3% |
| 5Y | +105.9% | +262.8% | -156.9% | +12.7% |
| All | +129.3% | +3,108.0% | -2,978.7% | -32.1% |
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