+3,365.4%
RBA vs NVMI
+1,665.9%
+1,699.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.1% |
| 7D | +1.7% | +1.5% | +0.2% | +1.6% |
| 30D | +8.3% | -4.1% | +12.4% | +8.5% |
| 3M | +10.5% | -22.8% | +33.3% | +11.9% |
| 6M | -5.9% | -36.9% | +31.0% | -4.0% |
| YTD | -6.9% | -3.2% | -3.7% | -7.5% |
| 1Y | -4.9% | +7.1% | -11.9% | -6.1% |
| 3Y | +64.5% | +181.5% | -117.0% | +51.7% |
| 5Y | +46.1% | +141.2% | -95.1% | +34.9% |
| 10Y | +208.2% | +2,463.4% | -2,255.2% | +156.5% |
| All | +3,365.4% | +1,665.9% | +1,699.5% | +2,642.0% |
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