+2.6%
RRC vs NVMI
+3,158.6%
-3,156.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +2.7% | -8.4% | +11.1% | +4.4% |
| 3M | +8.8% | -33.6% | +42.4% | +17.4% |
| 6M | -1.2% | -14.7% | +13.5% | -1.8% |
| YTD | +17.6% | +13.2% | +4.3% | +7.2% |
| 1Y | +18.4% | +29.0% | -10.6% | +3.1% |
| 3Y | +33.1% | +215.0% | -181.9% | -17.8% |
| 5Y | +148.2% | +268.6% | -120.4% | +39.0% |
| All | +2.6% | +3,158.6% | -3,156.0% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling