-5.7%
DT vs NVMI
-11.6%
+5.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.7% |
| 7D | -25.5% | -11.8% | -13.8% | -26.3% |
| 30D | -22.3% | -24.8% | +2.5% | -24.3% |
| 3M | +2.3% | -28.6% | +30.9% | -0.4% |
| 6M | +20.7% | -40.0% | +60.7% | +16.0% |
| YTD | +7.9% | -10.1% | +18.0% | +4.5% |
| 1Y | -5.7% | -9.8% | +4.0% | -9.0% |
| All | -5.7% | -11.6% | +5.8% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling