+55.0%
NOC vs REPL
-53.1%
+108.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | -5.2% | -3.0% | -2.2% | -5.2% |
| 30D | -7.2% | +27.1% | -34.3% | -7.2% |
| 3M | -5.1% | +52.4% | -57.5% | -5.2% |
| 6M | -31.1% | +107.4% | -138.5% | -31.1% |
| YTD | -8.6% | +54.7% | -63.3% | -8.7% |
| 1Y | -9.7% | +158.9% | -168.6% | -9.6% |
| 3Y | +24.3% | -23.7% | +48.0% | +24.7% |
| All | +55.0% | -53.1% | +108.0% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling