+1,127.7%
RSP vs NVMI
+14,784.0%
-13,656.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.0% |
| 7D | -0.8% | +6.6% | -7.4% | -1.4% |
| 30D | -0.3% | -7.5% | +7.2% | +0.4% |
| 3M | +4.3% | -28.5% | +32.8% | +7.2% |
| 6M | +8.8% | -15.7% | +24.6% | +9.6% |
| YTD | +15.3% | +13.3% | +1.9% | +12.3% |
| 1Y | +18.3% | +48.3% | -30.0% | +11.7% |
| 3Y | +52.8% | +191.2% | -138.4% | +31.7% |
| 5Y | +51.7% | +268.7% | -217.0% | +26.4% |
| 10Y | +208.5% | +3,034.8% | -2,826.3% | +113.5% |
| All | +1,127.7% | +14,784.0% | -13,656.3% | +631.7% |
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