+262.2%
DELL vs FRMI
-78.0%
+340.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +0.7% |
| 7D | +8.7% | +15.9% | -7.2% | +6.4% |
| 30D | +16.9% | -6.0% | +22.8% | +17.0% |
| 3M | +40.4% | -1.6% | +42.0% | +37.8% |
| 6M | +267.1% | -30.7% | +297.8% | +270.3% |
| YTD | +329.1% | -30.9% | +360.0% | +326.8% |
| All | +262.2% | -78.0% | +340.1% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling