+266.8%
RMBS vs NVMI
+261.9%
+4.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.7% |
| 7D | +1.8% | -0.1% | +1.8% | +1.8% |
| 30D | -13.9% | -8.4% | -5.5% | -8.2% |
| 3M | -39.8% | -33.6% | -6.2% | -18.4% |
| 6M | -6.0% | -14.7% | +8.7% | +8.3% |
| YTD | -5.4% | +13.2% | -18.6% | -11.1% |
| 1Y | -1.8% | +29.0% | -30.8% | -14.7% |
| 3Y | +53.7% | +215.0% | -161.3% | -29.2% |
| All | +266.8% | +261.9% | +4.9% | +62.8% |
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