-8.3%
NOC vs REPL
+136.9%
-145.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -1.6% | -9.6% | +8.0% | -1.5% |
| 30D | -10.4% | +5.7% | -16.1% | -10.4% |
| 3M | -5.6% | +56.4% | -62.0% | -6.3% |
| 6M | -30.4% | +67.4% | -97.8% | -31.2% |
| YTD | -8.5% | +48.7% | -57.1% | -9.6% |
| 1Y | -8.3% | +148.3% | -156.6% | -10.2% |
| All | -8.3% | +136.9% | -145.2% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling