+256.3%
RL vs NVMI
+204.2%
+52.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -2.4% |
| 7D | -4.4% | +15.3% | -19.7% | -7.5% |
| 30D | +5.6% | +0.1% | +5.5% | +5.2% |
| 3M | -0.6% | -14.0% | +13.3% | +1.9% |
| 6M | +15.5% | -35.2% | +50.7% | +24.5% |
| YTD | +12.3% | +3.7% | +8.6% | +6.1% |
| 1Y | +19.3% | +10.3% | +9.0% | +10.5% |
| All | +256.3% | +204.2% | +52.1% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling