+143.3%
DELL vs FRMI
-93.1%
+236.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -10.6% | +1.7% | -6.9% |
| 7D | -24.6% | -39.7% | +15.1% | -17.4% |
| 30D | -32.5% | -55.2% | +22.7% | -22.6% |
| 3M | -20.2% | -71.2% | +51.0% | -2.5% |
| 6M | +76.5% | -64.1% | +140.6% | +104.2% |
| YTD | +198.9% | -77.2% | +276.2% | +256.7% |
| 1Y | +143.3% | -93.2% | +236.5% | +250.1% |
| All | +143.3% | -93.1% | +236.5% | +250.1% |
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 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