+1,144.5%
RSP vs NVMI
+12,614.4%
-11,469.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | +2.4% | +1.5% | +0.9% | +2.2% |
| 30D | +4.3% | -4.1% | +8.4% | +4.5% |
| 3M | -0.3% | -22.8% | +22.4% | +1.9% |
| 6M | +9.8% | -36.9% | +46.7% | +13.8% |
| YTD | +16.8% | -3.2% | +20.0% | +15.3% |
| 1Y | +19.5% | +7.1% | +12.4% | +16.6% |
| 3Y | +65.1% | +181.5% | -116.3% | +42.5% |
| 5Y | +48.7% | +141.2% | -92.5% | +28.8% |
| 10Y | +213.6% | +2,463.4% | -2,249.8% | +120.6% |
| All | +1,144.5% | +12,614.4% | -11,469.9% | +651.4% |
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 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