+134.2%
DTE vs NVMI
+3,158.6%
-3,024.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -4.4% | -8.4% | +4.0% | -3.9% |
| 3M | -8.3% | -33.6% | +25.2% | -6.4% |
| 6M | -8.1% | -14.7% | +6.6% | -8.0% |
| YTD | +4.4% | +13.2% | -8.8% | +2.2% |
| 1Y | +0.2% | +29.0% | -28.8% | -3.2% |
| 3Y | +42.6% | +215.0% | -172.4% | +22.3% |
| 5Y | +31.5% | +268.6% | -237.1% | +7.2% |
| All | +134.2% | +3,158.6% | -3,024.4% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling