+3,126.2%
RMD vs NVMI
+1,995.1%
+1,131.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | -4.5% | +11.7% | -16.1% | -5.4% |
| 30D | +4.6% | -4.0% | +8.6% | +4.9% |
| 3M | +14.8% | -25.8% | +40.5% | +16.9% |
| 6M | -12.1% | -8.3% | -3.8% | -12.5% |
| YTD | -7.5% | +14.8% | -22.3% | -9.9% |
| 1Y | -20.1% | +37.9% | -57.9% | -23.6% |
| 3Y | +53.9% | +216.3% | -162.4% | +34.3% |
| 5Y | -22.2% | +277.2% | -299.4% | -33.6% |
| 10Y | +268.2% | +3,074.3% | -2,806.1% | +168.2% |
| All | +3,126.2% | +1,995.1% | +1,131.1% | +2,048.6% |
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