+3,016.9%
ROP vs NVMI
+1,967.2%
+1,049.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -4.1% |
| 7D | -4.4% | +6.6% | -11.0% | -5.0% |
| 30D | +3.2% | -7.5% | +10.8% | +3.8% |
| 3M | +23.1% | -28.5% | +51.6% | +25.7% |
| 6M | +13.3% | -15.7% | +29.0% | +13.3% |
| YTD | -7.9% | +13.3% | -21.2% | -10.8% |
| 1Y | -22.1% | +48.3% | -70.3% | -26.9% |
| 3Y | -16.8% | +191.2% | -208.1% | -28.7% |
| 5Y | -13.5% | +268.7% | -282.2% | -28.5% |
| 10Y | +137.7% | +3,034.8% | -2,897.1% | +60.0% |
| All | +3,016.9% | +1,967.2% | +1,049.7% | +1,708.3% |
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