-99.1%
DFNS vs FRMI
-78.6%
-20.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +2.4% |
| 7D | -3.3% | +10.9% | -14.2% | -7.2% |
| 30D | -73.1% | -24.3% | -48.8% | -70.0% |
| 3M | -71.4% | -21.8% | -49.6% | -67.1% |
| 6M | -93.8% | -33.0% | -60.8% | -92.9% |
| YTD | -98.0% | -32.6% | -65.4% | -97.8% |
| All | -99.1% | -78.6% | -20.5% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling