+4.9%
DIS vs FRMI
-93.8%
+98.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | +5.2% | -39.8% | +45.1% | +5.9% |
| 30D | +11.5% | -60.5% | +71.9% | +12.8% |
| 3M | +11.5% | -74.6% | +86.2% | +13.7% |
| 6M | +8.9% | -71.8% | +80.6% | +10.1% |
| YTD | +3.4% | -80.4% | +83.8% | +4.6% |
| 1Y | +7.2% | -93.9% | +101.1% | +8.7% |
| All | +4.9% | -93.8% | +98.6% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling