+57.6%
DAL vs FRMI
-93.8%
+151.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | +2.1% |
| 7D | +8.8% | -39.8% | +48.6% | +10.7% |
| 30D | +5.4% | -60.5% | +65.8% | +9.0% |
| 3M | -4.9% | -74.6% | +69.7% | -0.3% |
| 6M | +19.8% | -71.8% | +91.6% | +25.0% |
| YTD | +27.0% | -80.4% | +107.4% | +33.1% |
| 1Y | +52.5% | -93.9% | +146.3% | +57.0% |
| All | +57.6% | -93.8% | +151.3% | +60.9% |
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