+203.4%
RSP vs NVMI
+3,108.0%
-2,904.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -3.1% | +3.8% | -6.9% | -3.9% |
| 30D | -3.4% | -7.6% | +4.1% | -2.1% |
| 3M | +3.6% | -28.0% | +31.6% | +9.4% |
| 6M | +9.0% | -15.3% | +24.3% | +9.9% |
| YTD | +12.2% | +11.5% | +0.7% | +5.7% |
| 1Y | +15.6% | +31.6% | -16.0% | +4.0% |
| 3Y | +51.6% | +207.0% | -155.3% | +3.2% |
| 5Y | +50.4% | +262.8% | -212.4% | -5.8% |
| All | +203.4% | +3,108.0% | -2,904.5% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling