+301.8%
RL vs NVMI
+3,108.0%
-2,806.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -2.2% | +3.8% | -6.0% | -3.2% |
| 30D | -15.3% | -7.6% | -7.8% | -13.7% |
| 3M | -10.3% | -28.0% | +17.7% | -3.4% |
| 6M | -2.2% | -15.3% | +13.1% | -0.5% |
| YTD | -4.3% | +11.5% | -15.8% | -11.3% |
| 1Y | +8.9% | +31.6% | -22.7% | -4.9% |
| 3Y | +201.4% | +207.0% | -5.5% | +89.4% |
| 5Y | +230.6% | +262.8% | -32.3% | +91.8% |
| All | +301.8% | +3,108.0% | -2,806.1% | +53.1% |
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