+275.3%
DIS vs NVMI
+1,792.3%
-1,517.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | 0.0% |
| 7D | +0.6% | +15.3% | -14.7% | -0.7% |
| 30D | +10.3% | +0.1% | +10.2% | +10.1% |
| 3M | +15.6% | -14.0% | +29.5% | +16.6% |
| 6M | +15.1% | -35.2% | +50.4% | +18.2% |
| YTD | +6.0% | +3.7% | +2.2% | +3.8% |
| 1Y | +5.7% | +10.3% | -4.6% | +2.9% |
| 3Y | +39.8% | +204.8% | -165.0% | +21.8% |
| 5Y | -23.9% | +158.9% | -182.7% | -33.3% |
| 10Y | +32.9% | +2,646.9% | -2,614.0% | -3.2% |
| All | +275.3% | +1,792.3% | -1,517.1% | +124.9% |
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