+2,691.1%
RL vs NVMI
+1,967.2%
+723.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.4% |
| 7D | -0.8% | +6.6% | -7.4% | -1.6% |
| 30D | -7.8% | -7.5% | -0.2% | -7.1% |
| 3M | -4.0% | -28.5% | +24.5% | -0.8% |
| 6M | -1.9% | -15.7% | +13.9% | -0.8% |
| YTD | -0.2% | +13.3% | -13.5% | -2.9% |
| 1Y | +10.7% | +48.3% | -37.6% | +4.0% |
| 3Y | +210.8% | +191.2% | +19.5% | +166.5% |
| 5Y | +238.2% | +268.7% | -30.4% | +181.5% |
| 10Y | +313.4% | +3,034.8% | -2,721.4% | +180.6% |
| All | +2,691.1% | +1,967.2% | +723.9% | +1,428.9% |
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