+13.8%
DBX vs NVMI
+261.9%
-248.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +5.7% | -8.4% | +14.1% | +7.0% |
| 3M | +31.8% | -33.6% | +65.4% | +38.9% |
| 6M | +37.5% | -14.7% | +52.1% | +35.7% |
| YTD | +27.9% | +13.2% | +14.7% | +16.9% |
| 1Y | +15.0% | +29.0% | -14.0% | +0.8% |
| 3Y | +27.2% | +215.0% | -187.8% | -24.4% |
| All | +13.8% | +261.9% | -248.1% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling