+17.2%
NOC vs REPL
+48.4%
-31.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | 0.0% |
| 7D | -5.8% | +22.8% | -28.6% | -5.8% |
| 30D | +10.9% | +63.8% | -52.9% | +11.0% |
| 3M | -7.1% | +68.1% | -75.2% | -7.0% |
| 6M | -5.3% | +528.5% | -533.8% | -4.8% |
| YTD | -6.8% | +122.4% | -129.2% | -6.5% |
| 1Y | -6.7% | +154.4% | -161.1% | -6.3% |
| 3Y | +17.2% | +68.0% | -50.8% | +17.7% |
| All | +17.2% | +48.4% | -31.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling