-84.3%
FRMI vs COO
+2.8%
-87.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +4.9% |
| 7D | +2.4% | -2.2% | +4.6% | +1.7% |
| 30D | -17.3% | -7.0% | -10.3% | -18.9% |
| 3M | -17.2% | +12.2% | -29.4% | -16.2% |
| 6M | -43.4% | -15.1% | -28.2% | -44.4% |
| YTD | -36.0% | -15.1% | -20.9% | -37.3% |
| All | -84.3% | +2.8% | -87.1% | -81.6% |
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