+719.0%
DIA vs NVMI
+1,995.1%
-1,276.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.2% |
| 7D | +0.1% | +11.7% | -11.6% | -0.8% |
| 30D | -2.1% | -4.0% | +2.0% | -1.8% |
| 3M | +4.2% | -25.8% | +29.9% | +6.1% |
| 6M | +11.9% | -8.3% | +20.2% | +11.8% |
| YTD | +10.8% | +14.8% | -4.0% | +8.6% |
| 1Y | +17.5% | +37.9% | -20.3% | +13.3% |
| 3Y | +59.9% | +216.3% | -156.3% | +42.7% |
| 5Y | +64.1% | +277.2% | -213.0% | +43.4% |
| 10Y | +246.2% | +3,074.3% | -2,828.1% | +163.7% |
| All | +719.0% | +1,995.1% | -1,276.0% | +430.9% |
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