+44.6%
DAL vs FRMI
-90.8%
+135.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +13.8% | -19.0% | -5.8% |
| 7D | +1.4% | +34.6% | -33.2% | -0.1% |
| 30D | +9.1% | -44.6% | +53.7% | +12.0% |
| 3M | -3.5% | -72.9% | +69.4% | +2.4% |
| 6M | +23.4% | -62.3% | +85.7% | +28.1% |
| YTD | +26.0% | -74.3% | +100.3% | +31.9% |
| 1Y | +44.6% | -90.5% | +135.2% | +54.4% |
| All | +44.6% | -90.8% | +135.4% | +54.4% |
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