-0.4%
ROL vs NVMI
+203.1%
-203.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.1% |
| 7D | -3.2% | +3.8% | -7.0% | -3.3% |
| 30D | -6.6% | -7.6% | +0.9% | -6.6% |
| 3M | -27.3% | -28.0% | +0.7% | -27.1% |
| 6M | -38.1% | -15.3% | -22.8% | -38.3% |
| YTD | -41.8% | +11.5% | -53.2% | -42.3% |
| 1Y | -37.8% | +31.6% | -69.4% | -38.8% |
| All | -0.4% | +203.1% | -203.4% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling