+115.3%
RTX vs NVDL
+2,657.6%
-2,542.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.9% |
| 7D | -3.1% | +7.3% | -10.4% | -3.2% |
| 30D | -10.6% | -0.7% | -9.9% | -10.6% |
| 3M | +11.6% | +9.5% | +2.2% | +11.3% |
| 6M | -4.5% | +41.6% | -46.1% | -5.7% |
| YTD | +9.6% | +23.3% | -13.7% | +8.4% |
| 1Y | +30.8% | +40.3% | -9.5% | +28.8% |
| 3Y | +152.8% | +692.2% | -539.3% | +141.5% |
| All | +115.3% | +2,657.6% | -2,542.3% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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