+283.9%
RTX vs NOC
+186.7%
+97.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -0.7% |
| 30D | -11.6% | -10.4% | -1.2% | -5.7% |
| 3M | +9.2% | -5.6% | +14.8% | +12.8% |
| 6M | -4.4% | -30.4% | +26.0% | +17.7% |
| YTD | +8.9% | -8.5% | +17.4% | +14.1% |
| 1Y | +32.1% | -8.3% | +40.5% | +38.1% |
| 3Y | +151.2% | +28.2% | +123.0% | +111.1% |
| 5Y | +162.9% | +56.7% | +106.2% | +90.1% |
| 10Y | +283.9% | +189.3% | +94.6% | +100.1% |
| All | +283.9% | +186.7% | +97.2% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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