-94.4%
FRMI vs COO
-7.0%
-87.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -1.0% | +18.5% | +17.2% |
| 7D | -0.5% | -2.3% | +1.8% | -1.3% |
| 30D | -44.3% | +13.3% | -57.6% | -42.4% |
| 3M | -74.6% | -18.1% | -56.5% | -75.7% |
| 6M | -66.3% | +6.7% | -73.0% | -66.6% |
| YTD | -77.4% | -23.2% | -54.2% | -78.2% |
| 1Y | -91.7% | -12.3% | -79.5% | -91.2% |
| All | -94.4% | -7.0% | -87.4% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling