-22.1%
ROP vs NVMI
+53.9%
-75.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -2.7% |
| 7D | -4.4% | +6.6% | -11.0% | -3.5% |
| 30D | +3.2% | -7.5% | +10.8% | +2.2% |
| 3M | +23.1% | -28.5% | +51.6% | +19.2% |
| 6M | +13.3% | -15.7% | +29.0% | +11.0% |
| YTD | -7.9% | +13.3% | -21.2% | -8.9% |
| 1Y | -22.1% | +48.3% | -70.3% | -24.7% |
| All | -22.1% | +53.9% | -75.9% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling