+98.2%
DG vs NVMI
+3,158.6%
-3,060.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +4.2% | -8.4% | +12.6% | +4.7% |
| 3M | +9.5% | -33.6% | +43.1% | +12.0% |
| 6M | -13.1% | -14.7% | +1.5% | -13.0% |
| YTD | -4.8% | +13.2% | -18.1% | -6.9% |
| 1Y | +20.6% | +29.0% | -8.4% | +16.5% |
| 3Y | +4.9% | +215.0% | -210.0% | -11.3% |
| 5Y | -37.9% | +268.6% | -306.4% | -50.0% |
| All | +98.2% | +3,158.6% | -3,060.5% | +23.6% |
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 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