-0.8%
REPL vs NVMI
+1,213.4%
-1,214.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -3.3% |
| 7D | -3.0% | +6.6% | -9.6% | -5.0% |
| 30D | +27.1% | -7.5% | +34.7% | +29.2% |
| 3M | +52.4% | -28.5% | +80.9% | +66.4% |
| 6M | +107.4% | -15.7% | +123.2% | +104.2% |
| YTD | +54.7% | +13.3% | +41.4% | +34.0% |
| 1Y | +158.9% | +48.3% | +110.6% | +96.0% |
| 3Y | -23.7% | +191.2% | -215.0% | -61.2% |
| 5Y | -54.3% | +268.7% | -323.0% | -80.8% |
| All | -0.8% | +1,213.4% | -1,214.2% | -83.9% |
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