+1,568.5%
NVMI vs RJF
+4,221.8%
-2,653.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | +3.8% | -4.2% | +8.0% | +5.3% |
| 30D | -7.6% | -3.6% | -4.0% | -6.5% |
| 3M | -28.0% | +15.6% | -43.6% | -31.9% |
| 6M | -15.3% | +17.6% | -32.9% | -20.3% |
| YTD | +11.5% | +9.2% | +2.2% | +7.4% |
| 1Y | +31.6% | +5.5% | +26.1% | +28.3% |
| 3Y | +207.0% | +70.3% | +136.7% | +154.1% |
| 5Y | +262.8% | +106.0% | +156.8% | +180.6% |
| 10Y | +3,074.6% | +425.1% | +2,649.5% | +1,690.6% |
| All | +1,568.5% | +4,221.8% | -2,653.3% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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