+3,040.6%
RL vs NVMI
+1,792.3%
+1,248.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.9% |
| 7D | -4.4% | +15.3% | -19.7% | -6.0% |
| 30D | +5.6% | +0.1% | +5.5% | +5.4% |
| 3M | -0.6% | -14.0% | +13.3% | +0.7% |
| 6M | +15.5% | -35.2% | +50.7% | +20.0% |
| YTD | +12.3% | +3.7% | +8.6% | +10.1% |
| 1Y | +19.3% | +10.3% | +9.0% | +16.0% |
| 3Y | +255.5% | +204.8% | +50.7% | +203.0% |
| 5Y | +247.1% | +158.9% | +88.2% | +198.7% |
| 10Y | +346.0% | +2,646.9% | -2,300.9% | +206.0% |
| All | +3,040.6% | +1,792.3% | +1,248.3% | +1,632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling