-5.6%
DIS vs FRMI
-77.3%
+71.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.5% | -11.8% | -0.5% |
| 7D | -1.1% | +23.3% | -24.4% | -1.6% |
| 30D | +0.1% | -7.6% | +7.7% | +0.2% |
| 3M | +7.1% | +0.2% | +6.9% | +6.4% |
| 6M | +4.3% | -28.7% | +33.0% | +3.7% |
| YTD | -6.9% | -28.6% | +21.7% | -7.7% |
| All | -5.6% | -77.3% | +71.6% | -6.8% |
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