+10,141.2%
RTX vs NOC
+17,556.4%
-7,415.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | +3.4% | +4.5% | -1.2% | +1.6% |
| 30D | +8.4% | +14.1% | -5.7% | +3.0% |
| 3M | -10.7% | -4.5% | -6.2% | -9.2% |
| 6M | +11.7% | -0.8% | +12.5% | +12.0% |
| YTD | +9.3% | -2.5% | +11.9% | +10.2% |
| 1Y | +13.3% | -0.1% | +13.4% | +13.2% |
| 3Y | +156.1% | +24.6% | +131.5% | +133.9% |
| 5Y | +148.5% | +65.6% | +82.9% | +102.9% |
| 10Y | +263.6% | +160.5% | +103.1% | +154.1% |
| All | +10,141.2% | +17,556.4% | -7,415.2% | +2,744.9% |
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