+196.2%
ON vs NVMI
+2,211.8%
-2,015.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.8% | -4.8% |
| 7D | -2.2% | +11.7% | -13.9% | -5.0% |
| 30D | -12.4% | -4.0% | -8.4% | -11.6% |
| 3M | -41.2% | -25.8% | -15.4% | -36.2% |
| 6M | +25.0% | -8.3% | +33.3% | +29.2% |
| YTD | +31.3% | +14.8% | +16.4% | +28.0% |
| 1Y | +45.4% | +37.9% | +7.6% | +35.6% |
| 3Y | -27.4% | +216.3% | -243.7% | -45.0% |
| 5Y | +58.5% | +277.2% | -218.7% | +18.3% |
| 10Y | +561.8% | +3,074.3% | -2,512.5% | +251.6% |
| All | +196.2% | +2,211.8% | -2,015.6% | +3.1% |
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