-18.6%
DRAM vs FRMI
-64.3%
+45.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +17.5% | -7.2% | +4.3% |
| 7D | -0.6% | -0.5% | 0.0% | -0.2% |
| 30D | -18.0% | -44.3% | +26.3% | -3.7% |
| 3M | -11.9% | -74.6% | +62.7% | +29.4% |
| 6M | -18.6% | -66.3% | +47.7% | +15.4% |
| All | -18.6% | -64.3% | +45.8% | +15.4% |
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