-93.2%
FRMI vs COO
-7.7%
-85.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.9% | -16.5% | -9.2% |
| 7D | -39.7% | +8.4% | -48.2% | -38.5% |
| 30D | -55.2% | +13.5% | -68.6% | -54.0% |
| 3M | -71.2% | -13.8% | -57.4% | -71.5% |
| 6M | -64.1% | +4.7% | -68.8% | -65.0% |
| YTD | -77.2% | -21.4% | -55.8% | -76.2% |
| 1Y | -93.2% | -6.7% | -86.4% | -92.7% |
| All | -93.2% | -7.7% | -85.5% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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