+11.1%
RDW vs NVMI
-11.6%
+22.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -2.7% |
| 7D | -14.3% | -11.8% | -2.6% | -3.7% |
| 30D | -26.0% | -24.8% | -1.2% | -3.9% |
| 3M | -27.4% | -28.6% | +1.2% | -2.9% |
| 6M | -10.6% | -40.0% | +29.4% | +36.4% |
| YTD | +1.6% | -10.1% | +11.6% | -10.5% |
| 1Y | +11.1% | -9.8% | +20.8% | -2.2% |
| All | +11.1% | -11.6% | +22.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling