-86.5%
RIG vs NVMI
+1,976.9%
-2,063.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -8.2% | +6.9% | -15.1% | -8.9% |
| 30D | -0.2% | -2.8% | +2.7% | 0.0% |
| 3M | -2.7% | -27.3% | +24.6% | -0.1% |
| 6M | -7.5% | -13.7% | +6.2% | -7.1% |
| YTD | +38.3% | +13.8% | +24.4% | +34.6% |
| 1Y | +81.8% | +34.9% | +47.0% | +73.9% |
| 3Y | -30.2% | +213.5% | -243.7% | -39.4% |
| 5Y | +59.9% | +272.5% | -212.5% | +35.9% |
| 10Y | -41.9% | +3,142.4% | -3,184.3% | -56.7% |
| All | -86.5% | +1,976.9% | -2,063.5% | -90.3% |
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