+2,978.8%
RL vs NVMI
+1,665.9%
+1,312.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.8% |
| 7D | +2.6% | +1.5% | +1.1% | +2.4% |
| 30D | +2.9% | -4.1% | +7.0% | +3.3% |
| 3M | 0.0% | -22.8% | +22.8% | +2.6% |
| 6M | +17.1% | -36.9% | +54.0% | +22.1% |
| YTD | +10.1% | -3.2% | +13.3% | +8.8% |
| 1Y | +17.3% | +7.1% | +10.2% | +14.4% |
| 3Y | +249.3% | +181.5% | +67.8% | +200.5% |
| 5Y | +240.9% | +141.2% | +99.7% | +195.8% |
| 10Y | +337.3% | +2,463.4% | -2,126.1% | +202.5% |
| All | +2,978.8% | +1,665.9% | +1,312.9% | +1,612.4% |
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