+55.8%
DAL vs FRMI
-89.6%
+145.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.7% | -27.0% | -1.2% |
| 7D | -1.1% | +66.2% | -67.3% | -3.0% |
| 30D | +12.8% | -17.4% | +30.2% | +13.5% |
| 3M | -5.3% | -60.5% | +55.2% | -2.2% |
| 6M | +22.4% | -56.5% | +78.9% | +25.5% |
| YTD | +25.6% | -67.4% | +93.0% | +29.1% |
| 1Y | +45.5% | -85.1% | +130.6% | +48.5% |
| All | +55.8% | -89.6% | +145.4% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling