+10,035.4%
RTX vs NOC
+17,233.0%
-7,197.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.5% |
| 7D | -3.2% | -2.9% | -0.3% | -2.1% |
| 30D | +5.6% | +12.1% | -6.6% | +1.0% |
| 3M | -11.7% | -5.3% | -6.4% | -9.9% |
| 6M | +12.3% | -1.0% | +13.3% | +12.7% |
| YTD | +8.2% | -4.3% | +12.5% | +9.9% |
| 1Y | +12.6% | -3.6% | +16.2% | +14.0% |
| 3Y | +152.8% | +22.9% | +129.9% | +132.1% |
| 5Y | +140.2% | +60.4% | +79.8% | +98.5% |
| 10Y | +273.8% | +161.3% | +112.5% | +161.3% |
| All | +10,035.4% | +17,233.0% | -7,197.6% | +2,735.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling