+348.5%
ROK vs NVMI
+3,158.6%
-2,810.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -1.2% | -0.1% | -1.2% | -1.2% |
| 30D | -4.8% | -8.4% | +3.6% | -2.3% |
| 3M | -6.1% | -33.6% | +27.5% | +5.4% |
| 6M | +15.5% | -14.7% | +30.2% | +18.3% |
| YTD | +11.2% | +13.2% | -2.1% | +3.0% |
| 1Y | +23.8% | +29.0% | -5.2% | +8.8% |
| 3Y | +53.1% | +215.0% | -161.9% | -9.2% |
| 5Y | +48.3% | +268.6% | -220.3% | -20.3% |
| All | +348.5% | +3,158.6% | -2,810.1% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling