-25.7%
RKT vs NVMI
+569.0%
-594.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | -1.0% | +6.9% | -7.9% | -3.0% |
| 30D | -2.4% | -2.8% | +0.4% | -1.7% |
| 3M | +1.9% | -27.3% | +29.2% | +10.3% |
| 6M | -13.9% | -13.7% | -0.2% | -12.0% |
| YTD | -30.6% | +13.8% | -44.5% | -34.9% |
| 1Y | -34.4% | +34.9% | -69.2% | -41.9% |
| 3Y | +38.2% | +213.5% | -175.3% | -17.8% |
| 5Y | -9.7% | +272.5% | -282.1% | -51.1% |
| All | -25.7% | +569.0% | -594.7% | -72.8% |
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