+4,058.4%
RSG vs NVMI
+1,933.5%
+2,124.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -1.8% | +3.8% | -5.6% | -2.0% |
| 30D | +2.8% | -7.6% | +10.3% | +3.1% |
| 3M | +4.3% | -28.0% | +32.3% | +5.4% |
| 6M | -0.5% | -15.3% | +14.8% | -0.5% |
| YTD | +5.2% | +11.5% | -6.2% | +3.7% |
| 1Y | -2.1% | +31.6% | -33.7% | -4.5% |
| 3Y | +56.5% | +207.0% | -150.5% | +44.3% |
| 5Y | +89.5% | +262.8% | -173.3% | +72.0% |
| 10Y | +424.8% | +3,074.6% | -2,649.8% | +328.3% |
| All | +4,058.4% | +1,933.5% | +2,124.9% | +3,075.2% |
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 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