-12.9%
NOC vs FRMI
-77.3%
+64.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.5% | -10.8% | +0.8% |
| 7D | -2.7% | +23.3% | -26.0% | -2.5% |
| 30D | -8.9% | -7.6% | -1.3% | -8.9% |
| 3M | -3.7% | +0.2% | -3.8% | -3.9% |
| 6M | -30.8% | -28.7% | -2.1% | -30.9% |
| YTD | -7.9% | -28.6% | +20.7% | -7.9% |
| All | -12.9% | -77.3% | +64.3% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling