+46.4%
DRAM vs NVMI
-23.4%
+69.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -0.4% |
| 7D | -14.7% | +7.6% | -22.3% | -20.5% |
| 30D | -28.9% | -7.7% | -21.2% | -22.3% |
| 3M | -18.1% | -15.4% | -2.7% | -2.6% |
| 6M | -23.0% | -37.5% | +14.5% | +28.5% |
| All | +46.4% | -23.4% | +69.8% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling