+319.7%
RL vs NVMI
+2,494.8%
-2,175.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.3% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | +2.9% | -4.1% | +7.0% | +3.6% |
| 3M | 0.0% | -22.8% | +22.8% | +6.2% |
| 6M | +17.1% | -36.9% | +54.0% | +28.8% |
| YTD | +10.1% | -3.2% | +13.3% | +5.2% |
| 1Y | +17.3% | +7.1% | +10.2% | +8.3% |
| 3Y | +249.3% | +181.5% | +67.8% | +122.1% |
| 5Y | +240.9% | +141.2% | +99.7% | +119.0% |
| All | +319.7% | +2,494.8% | -2,175.1% | +42.6% |
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