-84.3%
FRMI vs D
+10.9%
-95.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +5.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.5% |
| 30D | -17.3% | -3.6% | -13.7% | -18.0% |
| 3M | -17.2% | -1.0% | -16.2% | -17.8% |
| 6M | -43.4% | +6.3% | -49.6% | -43.0% |
| YTD | -36.0% | +14.7% | -50.7% | -30.9% |
| All | -84.3% | +10.9% | -95.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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