+26.0%
RBA vs NVMI
+209.6%
-183.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | +6.9% | -8.8% | -2.6% |
| 30D | -13.0% | -2.8% | -10.1% | -12.9% |
| 3M | -23.1% | -27.3% | +4.2% | -20.9% |
| 6M | -22.6% | -13.7% | -8.9% | -22.4% |
| YTD | -20.4% | +13.8% | -34.2% | -22.6% |
| 1Y | -29.6% | +34.9% | -64.4% | -33.1% |
| All | +26.0% | +209.6% | -183.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling