+15.9%
RVTY vs NVMI
+209.6%
-193.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.4% |
| 7D | -5.4% | +6.9% | -12.4% | -6.5% |
| 30D | +6.7% | -2.8% | +9.6% | +7.1% |
| 3M | +19.0% | -27.3% | +46.3% | +24.4% |
| 6M | +34.6% | -13.7% | +48.3% | +35.2% |
| YTD | +28.3% | +13.8% | +14.4% | +21.7% |
| 1Y | +46.0% | +34.9% | +11.2% | +34.1% |
| All | +15.9% | +209.6% | -193.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling