+1,244.3%
RRX vs NVMI
+1,933.5%
-689.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | -3.7% | +3.8% | -7.5% | -4.2% |
| 30D | -9.3% | -7.6% | -1.7% | -8.4% |
| 3M | -21.8% | -28.0% | +6.2% | -18.5% |
| 6M | -22.0% | -15.3% | -6.7% | -20.2% |
| YTD | +11.9% | +11.5% | +0.5% | +10.7% |
| 1Y | +11.6% | +31.6% | -20.0% | +8.1% |
| 3Y | +2.2% | +207.0% | -204.8% | -10.9% |
| 5Y | +14.9% | +262.8% | -248.0% | -2.2% |
| 10Y | +214.2% | +3,074.6% | -2,860.4% | +122.9% |
| All | +1,244.3% | +1,933.5% | -689.2% | +697.1% |
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