+4,349.6%
ROK vs NVMI
+1,976.9%
+2,372.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +0.2% | +6.9% | -6.8% | -0.6% |
| 30D | -1.8% | -2.8% | +1.0% | -1.5% |
| 3M | -7.2% | -27.3% | +20.2% | -4.0% |
| 6M | +14.2% | -13.7% | +27.8% | +15.4% |
| YTD | +10.6% | +13.8% | -3.3% | +8.0% |
| 1Y | +25.9% | +34.9% | -9.0% | +20.3% |
| 3Y | +50.8% | +213.5% | -162.8% | +28.8% |
| 5Y | +47.0% | +272.5% | -225.4% | +22.6% |
| 10Y | +354.9% | +3,142.4% | -2,787.5% | +212.3% |
| All | +4,349.6% | +1,976.9% | +2,372.6% | +2,438.7% |
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