+1,630.2%
RTX vs NVMI
+1,967.2%
-337.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.1% |
| 7D | -5.2% | +6.6% | -11.8% | -5.7% |
| 30D | -9.4% | -7.5% | -1.9% | -8.9% |
| 3M | +12.3% | -28.5% | +40.8% | +14.6% |
| 6M | -3.1% | -15.7% | +12.6% | -2.8% |
| YTD | +10.7% | +13.3% | -2.6% | +8.2% |
| 1Y | +28.4% | +48.3% | -19.9% | +22.5% |
| 3Y | +147.1% | +191.2% | -44.2% | +118.3% |
| 5Y | +167.2% | +268.7% | -101.4% | +128.9% |
| 10Y | +274.7% | +3,034.8% | -2,760.1% | +172.7% |
| All | +1,630.2% | +1,967.2% | -337.0% | +964.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling