+88.8%
RIO vs NVMI
+207.9%
-119.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +0.9% | -8.4% | +9.3% | +2.2% |
| 3M | -1.4% | -33.6% | +32.1% | +4.5% |
| 6M | +10.9% | -14.7% | +25.6% | +12.7% |
| YTD | +31.2% | +13.2% | +18.0% | +28.0% |
| 1Y | +67.9% | +29.0% | +38.9% | +60.5% |
| 3Y | +88.8% | +215.0% | -126.2% | +52.5% |
| All | +88.8% | +207.9% | -119.1% | +52.5% |
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