+147.4%
RTX vs NVMI
+140.3%
+7.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.3% |
| 7D | +4.8% | +1.5% | +3.3% | +4.6% |
| 30D | +6.5% | -4.1% | +10.6% | +6.7% |
| 3M | -9.6% | -22.8% | +13.1% | -8.2% |
| 6M | +12.3% | -36.9% | +49.2% | +15.0% |
| YTD | +9.5% | -3.2% | +12.7% | +7.2% |
| 1Y | +15.8% | +7.1% | +8.8% | +12.3% |
| 3Y | +157.0% | +181.5% | -24.5% | +113.3% |
| All | +147.4% | +140.3% | +7.1% | +102.4% |
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