+167.1%
RTX vs NOC
+56.8%
+110.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -3.1% | -2.7% | -0.4% | -1.7% |
| 30D | -10.6% | -8.9% | -1.7% | -6.0% |
| 3M | +11.6% | -3.7% | +15.3% | +13.8% |
| 6M | -4.5% | -30.8% | +26.3% | +15.6% |
| YTD | +9.6% | -7.9% | +17.5% | +14.3% |
| 1Y | +30.8% | -9.4% | +40.3% | +37.4% |
| 3Y | +152.8% | +29.0% | +123.9% | +117.9% |
| 5Y | +167.1% | +56.1% | +111.0% | +103.6% |
| All | +167.1% | +56.8% | +110.3% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling