+374.0%
RY vs NVMI
+3,108.0%
-2,734.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -2.9% | +3.8% | -6.7% | -3.5% |
| 30D | -2.0% | -7.6% | +5.5% | -0.9% |
| 3M | +4.9% | -28.0% | +32.9% | +9.3% |
| 6M | +26.1% | -15.3% | +41.4% | +27.2% |
| YTD | +22.4% | +11.5% | +10.9% | +17.4% |
| 1Y | +44.7% | +31.6% | +13.2% | +34.3% |
| 3Y | +155.7% | +207.0% | -51.3% | +92.0% |
| 5Y | +137.7% | +262.8% | -125.2% | +66.3% |
| All | +374.0% | +3,108.0% | -2,734.0% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling