+50.5%
RSP vs NVMI
+274.3%
-223.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.8% | +6.9% | -8.7% | -2.9% |
| 30D | -2.5% | -2.8% | +0.3% | -2.2% |
| 3M | +3.0% | -27.3% | +30.3% | +7.4% |
| 6M | +8.9% | -13.7% | +22.6% | +9.3% |
| YTD | +13.0% | +13.8% | -0.9% | +7.1% |
| 1Y | +16.2% | +34.9% | -18.6% | +6.1% |
| 3Y | +52.7% | +213.5% | -160.8% | +7.8% |
| 5Y | +50.5% | +272.5% | -222.0% | -0.4% |
| All | +50.5% | +274.3% | -223.9% | -0.4% |
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 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