+140.2%
RTX vs NOC
+60.7%
+79.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.1% |
| 7D | -3.2% | -2.9% | -0.3% | -1.6% |
| 30D | +5.6% | +12.1% | -6.6% | -0.9% |
| 3M | -11.7% | -5.3% | -6.4% | -9.2% |
| 6M | +12.3% | -1.0% | +13.3% | +12.7% |
| YTD | +8.2% | -4.3% | +12.5% | +10.3% |
| 1Y | +12.6% | -3.6% | +16.2% | +14.4% |
| 3Y | +152.8% | +22.9% | +129.9% | +123.4% |
| 5Y | +140.2% | +60.4% | +79.8% | +73.4% |
| All | +140.2% | +60.7% | +79.5% | +73.4% |
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