+603.6%
RVMD vs NVMI
+811.4%
-207.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | -3.6% | +3.8% | -7.3% | -4.8% |
| 30D | -1.1% | -7.6% | +6.5% | +1.1% |
| 3M | +41.0% | -28.0% | +69.0% | +53.9% |
| 6M | +105.7% | -15.3% | +121.0% | +109.0% |
| YTD | +155.3% | +11.5% | +143.8% | +132.1% |
| 1Y | +402.7% | +31.6% | +371.1% | +325.0% |
| 3Y | +533.1% | +207.0% | +326.1% | +215.7% |
| 5Y | +583.5% | +262.8% | +320.7% | +201.3% |
| All | +603.6% | +811.4% | -207.8% | +66.5% |
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