+281.4%
RNG vs NVMI
+4,126.7%
-3,845.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | -9.6% | +3.8% | -13.4% | -10.8% |
| 30D | +8.8% | -7.6% | +16.4% | +11.1% |
| 3M | +78.6% | -28.0% | +106.6% | +91.9% |
| 6M | +70.3% | -15.3% | +85.6% | +67.3% |
| YTD | +140.3% | +11.5% | +128.9% | +106.4% |
| 1Y | +126.6% | +31.6% | +95.0% | +79.0% |
| 3Y | +120.2% | +207.0% | -86.8% | +1.9% |
| 5Y | -68.3% | +262.8% | -331.1% | -86.5% |
| 10Y | +220.6% | +3,074.6% | -2,854.0% | -50.7% |
| All | +281.4% | +4,126.7% | -3,845.3% | -46.3% |
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