-27.1%
RKT vs NVMI
+565.4%
-592.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -6.3% | -0.1% | -6.2% | -6.2% |
| 30D | -6.2% | -8.4% | +2.2% | -3.8% |
| 3M | -1.9% | -33.6% | +31.7% | +9.2% |
| 6M | -13.0% | -14.7% | +1.7% | -10.8% |
| YTD | -31.9% | +13.2% | -45.1% | -36.0% |
| 1Y | -37.6% | +29.0% | -66.6% | -44.0% |
| 3Y | +36.8% | +215.0% | -178.2% | -18.8% |
| 5Y | -9.7% | +268.6% | -278.3% | -51.0% |
| All | -27.1% | +565.4% | -592.4% | -73.2% |
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