+2,942.6%
RBA vs NVMI
+1,967.2%
+975.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | 0.0% |
| 7D | -2.9% | +6.6% | -9.5% | -3.3% |
| 30D | -12.3% | -7.5% | -4.8% | -12.0% |
| 3M | -20.5% | -28.5% | +8.0% | -19.2% |
| 6M | -18.5% | -15.7% | -2.8% | -18.2% |
| YTD | -18.2% | +13.3% | -31.5% | -19.3% |
| 1Y | -27.5% | +48.3% | -75.8% | -29.8% |
| 3Y | +38.1% | +191.2% | -153.2% | +27.2% |
| 5Y | +44.8% | +268.7% | -223.9% | +30.9% |
| 10Y | +187.1% | +3,034.8% | -2,847.7% | +136.9% |
| All | +2,942.6% | +1,967.2% | +975.4% | +2,290.8% |
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