-15.0%
ROP vs NVMI
+261.9%
-276.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -1.7% | -8.4% | +6.7% | -1.2% |
| 3M | +17.1% | -33.6% | +50.6% | +20.3% |
| 6M | +10.9% | -14.7% | +25.5% | +9.8% |
| YTD | -12.1% | +13.2% | -25.3% | -16.7% |
| 1Y | -24.2% | +29.0% | -53.3% | -30.0% |
| 3Y | -20.4% | +215.0% | -235.4% | -40.9% |
| All | -15.0% | +261.9% | -276.9% | -40.7% |
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 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