-5.0%
DIS vs FRMI
-78.6%
+73.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -1.3% | +10.9% | -12.2% | -1.5% |
| 30D | +2.2% | -24.3% | +26.5% | +2.7% |
| 3M | +8.1% | -21.8% | +29.9% | +8.3% |
| 6M | +5.2% | -33.0% | +38.3% | +4.9% |
| YTD | -6.3% | -32.6% | +26.3% | -6.9% |
| All | -5.0% | -78.6% | +73.6% | -6.0% |
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