-2.0%
ROL vs NVMI
+261.9%
-263.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.9% | -8.4% | +3.5% | -4.5% |
| 3M | -25.8% | -33.6% | +7.7% | -24.5% |
| 6M | -37.6% | -14.7% | -22.9% | -37.7% |
| YTD | -41.5% | +13.2% | -54.7% | -42.8% |
| 1Y | -39.5% | +29.0% | -68.5% | -41.6% |
| 3Y | +0.1% | +215.0% | -214.9% | -16.1% |
| All | -2.0% | +261.9% | -263.9% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling