+230.3%
DIS vs NVMI
+1,967.2%
-1,736.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.2% |
| 7D | -2.6% | +6.6% | -9.2% | -3.2% |
| 30D | +3.5% | -7.5% | +11.0% | +4.1% |
| 3M | +6.8% | -28.5% | +35.3% | +9.3% |
| 6M | +3.0% | -15.7% | +18.7% | +3.4% |
| YTD | -6.7% | +13.3% | -20.0% | -9.0% |
| 1Y | -10.1% | +48.3% | -58.4% | -14.7% |
| 3Y | +33.0% | +191.2% | -158.2% | +16.7% |
| 5Y | -40.0% | +268.7% | -308.7% | -48.8% |
| 10Y | +21.1% | +3,034.8% | -3,013.7% | -12.5% |
| All | +230.3% | +1,967.2% | -1,736.9% | +97.0% |
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