+125.6%
DAL vs NVMI
+2,539.4%
-2,413.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | +10.7% | +7.6% | +3.1% | +7.9% |
| 30D | +12.5% | -7.7% | +20.3% | +14.9% |
| 3M | +3.6% | -15.4% | +19.0% | +8.2% |
| 6M | +26.7% | -37.5% | +64.2% | +42.2% |
| YTD | +34.3% | -0.8% | +35.1% | +27.9% |
| 1Y | +59.1% | +2.4% | +56.7% | +49.7% |
| 3Y | +179.9% | +191.5% | -11.6% | +69.7% |
| 5Y | +119.1% | +156.3% | -37.2% | +33.7% |
| 10Y | +125.6% | +2,539.4% | -2,413.8% | -29.8% |
| All | +125.6% | +2,539.4% | -2,413.8% | -29.8% |
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