-12.9%
NOC vs FRMI
-78.1%
+65.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.8% | +7.4% | -6.6% | +0.8% |
| 30D | -9.7% | -27.6% | +17.9% | -9.8% |
| 3M | -5.6% | -20.9% | +15.2% | -5.9% |
| 6M | -28.6% | -36.6% | +8.0% | -28.6% |
| YTD | -7.9% | -31.3% | +23.4% | -7.9% |
| All | -12.9% | -78.1% | +65.2% | -15.3% |
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