+8.0%
DLR vs FRMI
-89.6%
+97.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +26.7% | -28.6% | -3.7% |
| 7D | +3.3% | +66.2% | -62.9% | -0.9% |
| 30D | +4.6% | -17.4% | +22.0% | +5.3% |
| 3M | -8.3% | -60.5% | +52.2% | -3.1% |
| 6M | -5.6% | -56.5% | +50.9% | -1.7% |
| YTD | +18.7% | -67.4% | +86.1% | +24.4% |
| 1Y | +17.1% | -85.1% | +102.2% | +25.0% |
| All | +8.0% | -89.6% | +97.6% | +14.5% |
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