-9.5%
NOC vs FLR
+31.4%
-40.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.8% | -3.5% | +4.3% | +0.8% |
| 30D | -9.7% | +4.2% | -13.9% | -9.7% |
| 3M | -5.6% | +8.1% | -13.7% | -6.0% |
| 6M | -28.6% | +21.5% | -50.1% | -29.5% |
| YTD | -7.9% | +36.8% | -44.6% | -10.3% |
| 1Y | -9.5% | +31.2% | -40.7% | -10.4% |
| All | -9.5% | +31.4% | -40.9% | -10.4% |
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