+19.7%
DVA vs NVMI
-15.5%
+35.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -0.2% | +3.8% | -4.0% | -0.3% |
| 30D | +1.7% | -7.6% | +9.2% | +1.8% |
| 3M | -8.7% | -28.0% | +19.3% | -8.3% |
| 6M | +19.7% | -15.3% | +35.0% | +18.3% |
| All | +19.7% | -15.5% | +35.1% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling