+90.0%
RSG vs NVMI
+261.9%
-171.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +4.0% | -8.4% | +12.4% | +4.0% |
| 3M | +7.4% | -33.6% | +40.9% | +7.9% |
| 6M | +0.1% | -14.7% | +14.8% | -0.4% |
| YTD | +6.0% | +13.2% | -7.2% | +4.1% |
| 1Y | -3.0% | +29.0% | -32.0% | -5.6% |
| 3Y | +56.5% | +215.0% | -158.5% | +37.7% |
| All | +90.0% | +261.9% | -171.9% | +61.1% |
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 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