+13.3%
RMBS vs NVMI
+53.9%
-40.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | -3.8% |
| 7D | -0.3% | +6.6% | -7.0% | -6.4% |
| 30D | -12.2% | -7.5% | -4.6% | -5.9% |
| 3M | -49.5% | -28.5% | -21.0% | -31.4% |
| 6M | -7.1% | -15.7% | +8.6% | +9.8% |
| YTD | -7.0% | +13.3% | -20.3% | -17.4% |
| 1Y | +13.3% | +48.3% | -34.9% | -19.2% |
| All | +13.3% | +53.9% | -40.5% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling