-5.6%
DLR vs FRMI
-52.5%
+46.9%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +26.7% | -28.6% | -4.3% |
| 7D | +3.3% | +66.2% | -62.9% | -2.3% |
| 30D | +4.6% | -17.4% | +22.0% | +5.9% |
| 3M | -8.3% | -60.5% | +52.2% | -0.1% |
| 6M | -5.6% | -56.5% | +50.9% | +1.3% |
| All | -5.6% | -52.5% | +46.9% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling