-42.2%
RIG vs NVMI
+3,158.6%
-3,200.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.3% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -0.5% | -8.4% | +7.9% | +2.1% |
| 3M | -6.0% | -33.6% | +27.6% | +5.9% |
| 6M | -10.1% | -14.7% | +4.5% | -10.1% |
| YTD | +37.3% | +13.2% | +24.1% | +22.1% |
| 1Y | +73.9% | +29.0% | +44.9% | +46.2% |
| 3Y | -30.2% | +215.0% | -245.2% | -63.4% |
| 5Y | +62.5% | +268.6% | -206.1% | -25.9% |
| All | -42.2% | +3,158.6% | -3,200.8% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling