-9.7%
NOC vs FLR
+31.2%
-40.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.5% |
| 7D | -5.2% | +5.4% | -10.6% | -5.2% |
| 30D | -7.2% | +11.4% | -18.6% | -7.5% |
| 3M | -5.1% | +11.4% | -16.5% | -5.6% |
| 6M | -31.1% | +16.6% | -47.7% | -31.6% |
| YTD | -8.6% | +41.7% | -50.3% | -11.1% |
| 1Y | -9.7% | +35.4% | -45.1% | -10.7% |
| All | -9.7% | +31.2% | -40.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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