+2,331.0%
RIO vs NVMI
+1,933.5%
+397.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -4.0% |
| 7D | -3.4% | +3.8% | -7.1% | -3.8% |
| 30D | +0.6% | -7.6% | +8.1% | +1.4% |
| 3M | +2.5% | -28.0% | +30.5% | +5.9% |
| 6M | +10.8% | -15.3% | +26.1% | +12.0% |
| YTD | +30.5% | +11.5% | +19.0% | +27.7% |
| 1Y | +68.1% | +31.6% | +36.5% | +61.1% |
| 3Y | +94.0% | +207.0% | -112.9% | +65.3% |
| 5Y | +92.0% | +262.8% | -170.8% | +58.5% |
| 10Y | +589.0% | +3,074.6% | -2,485.6% | +355.7% |
| All | +2,331.0% | +1,933.5% | +397.5% | +1,161.7% |
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