+18.1%
RRX vs NVMI
+261.9%
-243.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.1% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -6.1% | -8.4% | +2.3% | -3.1% |
| 3M | -23.1% | -33.6% | +10.5% | -10.6% |
| 6M | -19.5% | -14.7% | -4.9% | -15.0% |
| YTD | +16.1% | +13.2% | +2.8% | +10.3% |
| 1Y | +12.9% | +29.0% | -16.1% | +1.8% |
| 3Y | +7.9% | +215.0% | -207.0% | -35.0% |
| All | +18.1% | +261.9% | -243.8% | -31.8% |
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