+1,142.0%
RSP vs NVMI
+13,005.6%
-11,863.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.5% |
| 7D | +1.8% | +16.9% | -15.1% | +0.1% |
| 30D | +3.5% | -4.3% | +7.8% | +3.8% |
| 3M | +0.2% | -19.3% | +19.5% | +2.0% |
| 6M | +9.1% | -33.6% | +42.7% | +12.5% |
| YTD | +16.6% | -0.2% | +16.8% | +14.7% |
| 1Y | +17.9% | +5.1% | +12.9% | +15.2% |
| 3Y | +64.6% | +193.2% | -128.6% | +41.5% |
| 5Y | +48.4% | +148.6% | -100.2% | +28.2% |
| 10Y | +212.9% | +2,542.3% | -2,329.3% | +119.5% |
| All | +1,142.0% | +13,005.6% | -11,863.6% | +647.6% |
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