+268.6%
RTX vs NOC
+158.6%
+110.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +7.7% | +14.1% | -6.4% | -0.4% |
| 3M | -10.3% | -4.6% | -5.7% | -8.0% |
| 6M | +14.6% | +0.7% | +13.9% | +13.8% |
| YTD | +10.4% | -2.6% | +13.0% | +11.3% |
| 1Y | +13.5% | -1.0% | +14.5% | +13.3% |
| 3Y | +158.6% | +24.5% | +134.1% | +122.0% |
| 5Y | +147.3% | +64.3% | +82.9% | +74.1% |
| 10Y | +268.6% | +162.8% | +105.9% | +104.1% |
| All | +268.6% | +158.6% | +110.0% | +104.1% |
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