+6,154.5%
ROL vs NVMI
+1,967.2%
+4,187.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | 0.0% |
| 7D | -1.4% | +6.6% | -8.0% | -1.9% |
| 30D | -4.1% | -7.5% | +3.4% | -3.6% |
| 3M | -22.5% | -28.5% | +6.0% | -21.1% |
| 6M | -37.7% | -15.7% | -21.9% | -37.5% |
| YTD | -39.6% | +13.3% | -52.9% | -40.9% |
| 1Y | -36.0% | +48.3% | -84.3% | -38.9% |
| 3Y | -5.1% | +191.2% | -196.4% | -15.8% |
| 5Y | -3.4% | +268.7% | -272.0% | -16.7% |
| 10Y | +215.2% | +3,034.8% | -2,819.5% | +129.8% |
| All | +6,154.5% | +1,967.2% | +4,187.3% | +3,624.3% |
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 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