-92.0%
FRMI vs COO
-7.4%
-84.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.7% | +26.0% | +26.9% |
| 7D | +66.2% | +0.5% | +65.8% | +66.4% |
| 30D | -17.4% | +14.2% | -31.6% | -14.6% |
| 3M | -60.5% | -18.2% | -42.2% | -62.2% |
| 6M | -56.5% | +5.3% | -61.8% | -56.9% |
| YTD | -67.4% | -23.6% | -43.8% | -68.6% |
| 1Y | -85.1% | -12.7% | -72.4% | -84.1% |
| All | -92.0% | -7.4% | -84.6% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling