-99.0%
DFNS vs FRMI
-79.6%
-19.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.8% | -1.3% |
| 7D | -16.0% | +2.4% | -18.4% | -16.6% |
| 30D | -77.7% | -17.3% | -60.4% | -75.9% |
| 3M | -77.2% | -17.2% | -60.0% | -74.0% |
| 6M | -95.2% | -43.4% | -51.8% | -94.2% |
| YTD | -98.0% | -36.0% | -62.0% | -97.6% |
| All | -99.0% | -79.6% | -19.4% | -98.7% |
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