+12.7%
DLR vs FRMI
-78.0%
+90.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | 0.0% |
| 7D | +2.9% | +15.9% | -13.0% | +1.8% |
| 30D | -1.2% | -6.0% | +4.8% | -1.1% |
| 3M | +2.9% | -1.6% | +4.5% | +2.3% |
| 6M | +6.7% | -30.7% | +37.4% | +7.2% |
| YTD | +23.9% | -30.9% | +54.7% | +24.1% |
| All | +12.7% | -78.0% | +90.7% | +14.2% |
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