-7.5%
NOC vs FRMI
-93.1%
+85.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -10.6% | +6.0% | -4.6% |
| 7D | -5.0% | -39.7% | +34.8% | -5.6% |
| 30D | +10.3% | -55.2% | +65.5% | +9.4% |
| 3M | -4.3% | -71.2% | +66.8% | -5.4% |
| 6M | -6.5% | -64.1% | +57.6% | -8.0% |
| YTD | -6.7% | -77.2% | +70.5% | -7.7% |
| 1Y | -7.5% | -93.2% | +85.7% | -11.4% |
| All | -7.5% | -93.1% | +85.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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