+25.0%
ROK vs NVMI
-11.6%
+36.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | +0.1% |
| 7D | 0.0% | -11.8% | +11.8% | +3.4% |
| 30D | -2.5% | -24.8% | +22.3% | +4.9% |
| 3M | 0.0% | -28.6% | +28.6% | +8.6% |
| 6M | +11.6% | -40.0% | +51.6% | +25.1% |
| YTD | +15.2% | -10.1% | +25.3% | +16.7% |
| 1Y | +25.0% | -9.8% | +34.8% | +26.3% |
| All | +25.0% | -11.6% | +36.6% | +26.3% |
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 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