+51.9%
DOW vs FRMI
-93.1%
+145.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.6% | +7.3% | -3.4% |
| 7D | -4.2% | -39.7% | +35.5% | -4.9% |
| 30D | +14.7% | -55.2% | +69.9% | +13.4% |
| 3M | +9.1% | -71.2% | +80.2% | +7.2% |
| 6M | -17.7% | -64.1% | +46.4% | -19.2% |
| YTD | +44.6% | -77.2% | +121.9% | +41.6% |
| 1Y | +51.9% | -93.2% | +145.1% | +44.7% |
| All | +51.9% | -93.1% | +145.0% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling