+226.3%
RL vs NVMI
+274.3%
-48.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.1% |
| 7D | -0.3% | +6.9% | -7.2% | -2.2% |
| 30D | -17.5% | -2.8% | -14.7% | -17.1% |
| 3M | -14.0% | -27.3% | +13.3% | -7.4% |
| 6M | -2.0% | -13.7% | +11.7% | -0.9% |
| YTD | -4.6% | +13.8% | -18.4% | -12.8% |
| 1Y | +9.5% | +34.9% | -25.4% | -6.3% |
| 3Y | +200.5% | +213.5% | -13.1% | +72.1% |
| 5Y | +226.3% | +272.5% | -46.2% | +72.1% |
| All | +226.3% | +274.3% | -48.1% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling