+254.6%
DELL vs FRMI
-79.6%
+334.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +0.7% |
| 7D | +14.9% | +2.4% | +12.5% | +14.5% |
| 30D | +13.3% | -17.3% | +30.6% | +15.6% |
| 3M | +24.4% | -17.2% | +41.5% | +25.3% |
| 6M | +258.0% | -43.4% | +301.4% | +271.0% |
| YTD | +320.2% | -36.0% | +356.2% | +322.9% |
| All | +254.6% | -79.6% | +334.3% | +290.7% |
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