-18.3%
RRX vs NVMI
-7.8%
-10.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.0% |
| 7D | -0.7% | +6.9% | -7.7% | -4.6% |
| 30D | -8.0% | -2.8% | -5.1% | -6.9% |
| 3M | -25.1% | -27.3% | +2.3% | -12.8% |
| 6M | -18.3% | -13.7% | -4.6% | -19.2% |
| All | -18.3% | -7.8% | -10.5% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling