-5.3%
NOC vs REPL
+645.5%
-650.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.1% |
| 7D | -5.8% | +22.8% | -28.6% | -5.9% |
| 30D | +10.9% | +63.8% | -52.9% | +10.6% |
| 3M | -7.1% | +68.1% | -75.2% | -7.3% |
| 6M | -5.3% | +528.5% | -533.8% | -6.0% |
| All | -5.3% | +645.5% | -650.9% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling