+201.7%
RL vs NVMI
+209.6%
-7.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.1% |
| 7D | -0.3% | +6.9% | -7.2% | -1.8% |
| 30D | -17.5% | -2.8% | -14.7% | -17.2% |
| 3M | -14.0% | -27.3% | +13.3% | -8.6% |
| 6M | -2.0% | -13.7% | +11.7% | -1.0% |
| YTD | -4.6% | +13.8% | -18.4% | -11.1% |
| 1Y | +9.5% | +34.9% | -25.4% | -3.3% |
| All | +201.7% | +209.6% | -7.9% | +102.3% |
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