+279.2%
RTX vs NTRS
+259.9%
+19.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -11.0% | -0.7% | -10.3% | -10.7% |
| 3M | +7.7% | +11.3% | -3.7% | +2.5% |
| 6M | -3.9% | +35.5% | -39.4% | -16.6% |
| YTD | +9.0% | +40.6% | -31.6% | -7.5% |
| 1Y | +27.3% | +49.2% | -22.0% | +4.8% |
| 3Y | +172.9% | +167.2% | +5.7% | +64.0% |
| 5Y | +165.2% | +94.9% | +70.2% | +79.2% |
| All | +279.2% | +259.9% | +19.3% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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