-59.7%
NOK vs NVMI
+1,976.9%
-2,036.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +9.3% | +6.9% | +2.4% | +8.4% |
| 30D | +17.9% | -2.8% | +20.7% | +18.3% |
| 3M | -22.3% | -27.3% | +5.0% | -19.0% |
| 6M | +36.4% | -13.7% | +50.0% | +39.2% |
| YTD | +66.3% | +13.8% | +52.5% | +63.7% |
| 1Y | +134.4% | +34.9% | +99.6% | +125.4% |
| 3Y | +186.6% | +213.5% | -26.9% | +142.4% |
| 5Y | +102.7% | +272.5% | -169.8% | +66.6% |
| 10Y | +129.8% | +3,142.4% | -3,012.6% | +47.6% |
| All | -59.7% | +1,976.9% | -2,036.6% | -77.3% |
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