+83.3%
NOC vs REPL
-7.7%
+91.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -2.7% | -5.7% | +3.1% | -2.6% |
| 30D | -8.9% | +22.5% | -31.3% | -9.1% |
| 3M | -3.7% | +64.7% | -68.3% | -5.0% |
| 6M | -30.8% | +83.0% | -113.8% | -32.7% |
| YTD | -7.9% | +52.0% | -59.9% | -10.3% |
| 1Y | -9.4% | +144.5% | -154.0% | -13.2% |
| 3Y | +29.0% | -25.1% | +54.0% | +22.1% |
| 5Y | +56.1% | -52.9% | +108.9% | +49.1% |
| All | +83.3% | -7.7% | +91.0% | +46.6% |
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