+38.2%
RBA vs NVMI
+274.3%
-236.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | +6.9% | -8.8% | -2.8% |
| 30D | -13.0% | -2.8% | -10.1% | -12.8% |
| 3M | -23.1% | -27.3% | +4.2% | -20.4% |
| 6M | -22.6% | -13.7% | -8.9% | -22.3% |
| YTD | -20.4% | +13.8% | -34.2% | -23.4% |
| 1Y | -29.6% | +34.9% | -64.4% | -34.3% |
| 3Y | +26.6% | +213.5% | -187.0% | -2.7% |
| 5Y | +38.2% | +272.5% | -234.3% | +1.1% |
| All | +38.2% | +274.3% | -236.2% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling