+18.7%
DBX vs NVMI
+1,218.6%
-1,199.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.3% | -3.2% |
| 7D | -1.3% | +11.7% | -13.0% | -3.8% |
| 30D | -2.9% | -4.0% | +1.2% | -2.3% |
| 3M | +23.8% | -25.8% | +49.6% | +29.5% |
| 6M | +26.2% | -8.3% | +34.5% | +22.3% |
| YTD | +21.6% | +14.8% | +6.8% | +8.9% |
| 1Y | +11.4% | +37.9% | -26.4% | -6.7% |
| 3Y | +21.3% | +216.3% | -195.0% | -31.8% |
| 5Y | +6.7% | +277.2% | -270.5% | -46.7% |
| All | +18.7% | +1,218.6% | -1,199.9% | -69.6% |
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