-31.2%
RVTY vs NVMI
+261.9%
-293.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | -4.5% | -0.1% | -4.5% | -4.5% |
| 30D | +5.5% | -8.4% | +13.9% | +7.3% |
| 3M | +22.5% | -33.6% | +56.1% | +32.4% |
| 6M | +38.9% | -14.7% | +53.6% | +40.1% |
| YTD | +28.7% | +13.2% | +15.5% | +20.6% |
| 1Y | +45.5% | +29.0% | +16.5% | +31.5% |
| 3Y | +16.4% | +215.0% | -198.6% | -22.9% |
| All | -31.2% | +261.9% | -293.1% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling