+539.1%
DG vs NVMI
+12,836.0%
-12,296.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -4.8% | +6.9% | -11.8% | -5.3% |
| 30D | +1.8% | -2.8% | +4.6% | +1.9% |
| 3M | +14.5% | -27.3% | +41.8% | +16.5% |
| 6M | -13.6% | -13.7% | +0.1% | -13.5% |
| YTD | -4.8% | +13.8% | -18.7% | -7.1% |
| 1Y | +21.6% | +34.9% | -13.3% | +16.8% |
| 3Y | +4.5% | +213.5% | -209.1% | -10.5% |
| 5Y | -38.5% | +272.5% | -310.9% | -49.3% |
| 10Y | +102.2% | +3,142.4% | -3,040.2% | +30.7% |
| All | +539.1% | +12,836.0% | -12,296.9% | +273.1% |
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 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