+42.5%
RMBS vs NVMI
+1,976.9%
-1,934.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | +3.5% | +6.9% | -3.5% | +1.8% |
| 30D | -8.6% | -2.8% | -5.7% | -7.9% |
| 3M | -40.3% | -27.3% | -13.0% | -35.2% |
| 6M | -1.0% | -13.7% | +12.7% | +4.6% |
| YTD | -4.6% | +13.8% | -18.5% | -5.2% |
| 1Y | +17.6% | +34.9% | -17.3% | +13.6% |
| 3Y | +58.6% | +213.5% | -154.9% | +30.8% |
| 5Y | +270.9% | +272.5% | -1.5% | +196.8% |
| 10Y | +569.1% | +3,142.4% | -2,573.3% | +279.7% |
| All | +42.5% | +1,976.9% | -1,934.4% | -42.3% |
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