-10.9%
DOW vs NVMI
+1,401.4%
-1,412.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.0% | +6.9% | -12.9% | -7.6% |
| 30D | -2.7% | -2.8% | +0.1% | -2.3% |
| 3M | -10.5% | -27.3% | +16.9% | -5.3% |
| 6M | -12.4% | -13.7% | +1.2% | -13.4% |
| YTD | +30.0% | +13.8% | +16.2% | +17.2% |
| 1Y | +27.8% | +34.9% | -7.1% | +8.8% |
| 3Y | -34.9% | +213.5% | -248.5% | -61.8% |
| 5Y | -35.9% | +272.5% | -308.4% | -68.0% |
| All | -10.9% | +1,401.4% | -1,412.3% | -82.9% |
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