+110.9%
DT vs NVMI
+1,196.8%
-1,085.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.5% |
| 7D | -4.9% | +11.7% | -16.6% | -8.4% |
| 30D | +2.7% | -4.0% | +6.7% | +3.5% |
| 3M | +20.0% | -25.8% | +45.7% | +28.4% |
| 6M | +28.0% | -8.3% | +36.3% | +22.7% |
| YTD | +16.0% | +14.8% | +1.2% | -0.7% |
| 1Y | +0.7% | +37.9% | -37.1% | -21.8% |
| 3Y | +6.2% | +216.3% | -210.1% | -55.3% |
| 5Y | -28.1% | +277.2% | -305.3% | -74.4% |
| All | +110.9% | +1,196.8% | -1,085.9% | -70.3% |
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