+7.1%
DIS vs FRMI
-93.9%
+100.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +0.2% |
| 7D | +4.4% | -24.3% | +28.7% | +4.7% |
| 30D | +10.3% | -55.1% | +65.4% | +11.4% |
| 3M | +15.5% | -73.8% | +89.3% | +17.7% |
| 6M | +11.2% | -70.6% | +81.8% | +12.3% |
| YTD | +5.6% | -80.8% | +86.3% | +6.8% |
| 1Y | +7.7% | -93.9% | +101.7% | +9.4% |
| All | +7.1% | -93.9% | +100.9% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling