+94.0%
NOC vs REPL
+45.5%
+48.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.7% |
| 7D | -0.3% | +12.7% | -13.0% | -0.5% |
| 30D | +14.1% | +73.5% | -59.3% | +13.2% |
| 3M | -4.6% | +70.3% | -74.9% | -5.4% |
| 6M | +0.7% | +472.0% | -471.3% | -2.9% |
| YTD | -2.6% | +139.5% | -142.1% | -5.7% |
| 1Y | -1.0% | +167.3% | -168.2% | -4.3% |
| 3Y | +24.5% | +109.5% | -85.0% | +13.8% |
| 5Y | +64.3% | -29.9% | +94.2% | +56.6% |
| All | +94.0% | +45.5% | +48.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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