+179.4%
RCL vs NVMI
+212.4%
-33.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -0.5% | +11.7% | -12.1% | -3.6% |
| 30D | -17.3% | -4.0% | -13.3% | -16.6% |
| 3M | -2.8% | -25.8% | +23.0% | +4.4% |
| 6M | -4.4% | -8.3% | +3.9% | -4.6% |
| YTD | -4.2% | +14.8% | -19.0% | -11.5% |
| 1Y | -23.4% | +37.9% | -61.2% | -34.1% |
| 3Y | +179.4% | +216.3% | -36.9% | +70.1% |
| All | +179.4% | +212.4% | -33.0% | +70.1% |
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